COOPERATORSF.TO - Co-operators Fidelity Global VP

Toronto - Toronto Delayed Price. Currency in CAD

Risk Overview

Morningstar Risk Rating★★★★
Number of Years Up9
Number of Years Down3
Best 1 Yr Total Return (Apr 29, 2016)27.95%
Worst 1 Yr Total Return (Apr 29, 2016)-37.20%

Risk Statistics

3 Years
COOPERATORSF.TOCategory Average
5 Years
COOPERATORSF.TOCategory Average
10 Years
COOPERATORSF.TOCategory Average
Alpha
-4.51-0.02
-5.44-0.02
-4.95-0.01
Beta
1.090.01
1.080.01
1.040.01
Mean Annual Return
0.940.01
0.660.01
0.140
R-squared
94.020.78
92.970.78
91.780.81
Standard Deviation
11.410.1
11.020.1
12.720.12
Sharpe Ratio
0.920.01
0.640.01
0.010
Treynor Ratio
9.530.09
6.230.13
-0.690.03