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    Co-operators Canadian Resource VPNL (F0CAN05TFH.TO)

    231.99 Up 2.26(0.98%) Apr 15

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up5
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2005):50.80%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.08%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.53-7.03
    Beta (against Standard Index)0.761.08
    Mean Annual Return-0.27-0.93
    R-squared (against Standard Index)88.4673.16
    Standard Deviation12.2119.22
    Sharpe Ratio-0.34-0.54
    Treynor Ratio-6.30-10.51
    5 Years
    Alpha (against Standard Index)0.27-4.76
    Beta (against Standard Index)0.911.14
    Mean Annual Return-0.04-0.50
    R-squared (against Standard Index)89.8172.24
    Standard Deviation15.3421.71
    Sharpe Ratio-0.09-0.27
    Treynor Ratio-2.78-6.91
    10 Years
    Alpha (against Standard Index)0.14-0.73
    Beta (against Standard Index)0.971.02
    Mean Annual Return0.470.41
    R-squared (against Standard Index)94.0176.66
    Standard Deviation20.7724.23
    Sharpe Ratio0.190.16
    Treynor Ratio1.760.64