There may be more correct formats, but here is an example of a format I have used. I haven't received any complaints yet!
CIA. "The World Factbook - Canada" Last accessed 15 January 2013. https://www.cia.gov/library/publications/the-world-factbook/geos/ca.html
I think it's important that not only do you include the internet address, you should also include the date on which you accessed the information as sites may be updated.