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    Co-operators Very Aggressive Port VPNL (F0CAN05TEN.TO)

    190.83 Down 0.48(0.25%) May 26

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up8
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):21.16%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.45%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF0CAN05TEN.TOCategory
    Alpha (against Standard Index)4.362.30
    Beta (against Standard Index)0.640.75
    Mean Annual Return0.770.66
    R-squared (against Standard Index)56.4358.32
    Standard Deviation7.688.82
    Sharpe Ratio1.110.87
    Treynor Ratio13.3611.34
    5 Years
    StatisticF0CAN05TEN.TOCategory
    Alpha (against Standard Index)3.061.96
    Beta (against Standard Index)0.760.86
    Mean Annual Return0.490.42
    R-squared (against Standard Index)73.6169.40
    Standard Deviation8.6910.14
    Sharpe Ratio0.580.48
    Treynor Ratio6.365.74
    10 Years
    StatisticF0CAN05TEN.TOCategory
    Alpha (against Standard Index)-1.65-0.13
    Beta (against Standard Index)0.790.86
    Mean Annual Return0.230.38
    R-squared (against Standard Index)86.2977.36
    Standard Deviation11.6013.27
    Sharpe Ratio0.110.24
    Treynor Ratio0.702.92