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 TSX Up0.84% TSX Ventures 0.00%

Co-operators Balanced VP (CO.TO)

151.29 Up 0.35(0.23%) May 15


Risk as of 2013-02-27Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down2
Best 1 Yr Total Return(2005-12-30):13.54%
Worst 1 Yr Total Return(2008-12-30):-16.37%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCO.TOCategory
Alpha (against Standard Index)-3.41-0.05
Beta (against Standard Index)1.210.96
Mean Annual Return0.340.44
R-squared (against Standard Index)91.6071.75
Standard Deviation5.945.33
Sharpe Ratio0.560.88
Treynor Ratio2.665.36
5 Years
StatisticCO.TOCategory
Alpha (against Standard Index)-2.36-0.67
Beta (against Standard Index)0.940.93
Mean Annual Return0.170.27
R-squared (against Standard Index)94.8181.65
Standard Deviation8.238.71
Sharpe Ratio0.120.28
Treynor Ratio0.672.28
10 Years
StatisticCO.TOCategory
Alpha (against Standard Index)N/A-1.08
Beta (against Standard Index)N/A0.91
Mean Annual ReturnN/A0.53
R-squared (against Standard Index)N/A78.77
Standard DeviationN/A7.31
Sharpe RatioN/A0.58
Treynor RatioN/A4.60