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Co-operators Canadian Resource VPNL (F0CAN05TFH.TO)

260.95 Up 1.05(0.40%) Aug 20

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up5
Number of Years Down4
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)-1.84-8.39
Beta (against Standard Index)0.911.14
Mean Annual Return-0.11-0.67
R-squared (against Standard Index)89.4876.83
Standard Deviation15.9321.59
Sharpe Ratio-0.14-0.36
Treynor Ratio-3.84-8.33
5 Years
Alpha (against Standard Index)-1.19-1.14
Beta (against Standard Index)0.941.10
Mean Annual Return0.390.47
R-squared (against Standard Index)90.7271.08
Standard Deviation15.4120.65
Sharpe Ratio0.250.27
Treynor Ratio2.983.22
10 Years
Alpha (against Standard Index)N/A0.01
Beta (against Standard Index)N/A1.02
Mean Annual ReturnN/A0.85
R-squared (against Standard Index)N/A76.55
Standard DeviationN/A24.02
Sharpe RatioN/A0.37
Treynor RatioN/A5.87