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.
Cheers,
AK