F0CAN05TD4.TO - Co-operators Moderate Portfolio VPNL

YHD - YHD Delayed Price. Currency in CAD

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up8
Number of Years Down3
Best 1 Yr Total Return (Apr 29, 2016)13.48%
Worst 1 Yr Total Return (Apr 29, 2016)-20.88%

Risk Statistics

3 Years
F0CAN05TD4.TOCategory Average
5 Years
F0CAN05TD4.TOCategory Average
10 Years
F0CAN05TD4.TOCategory Average
Alpha
1.570.01
0.80.02
-2.260
Beta
0.890.01
0.990.01
1.020.01
Mean Annual Return
0.50
0.380.01
0.230
R-squared
62.840.61
70.670.63
85.020.76
Standard Deviation
5.470.05
5.510.05
7.260.07
Sharpe Ratio
0.970.01
0.670.01
0.160
Treynor Ratio
5.920.05
3.680.06
0.920.04