• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.13% Nasdaq Up0.14%

    Invesco Equity and Income Y (ACETX)

    10.03 0.00(0.00%) Jul 29

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up8
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):25.27%
    Worst 1 Yr Total Return(Dec 30, 2008):-24.60%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.130.06
    Beta (against Standard Index)1.161.04
    Mean Annual Return0.560.50
    R-squared (against Standard Index)86.7091.53
    Standard Deviation8.767.61
    Sharpe Ratio0.760.79
    Treynor Ratio5.585.67
    5 Years
    Alpha (against Standard Index)1.450.11
    Beta (against Standard Index)1.131.04
    Mean Annual Return0.680.53
    R-squared (against Standard Index)87.5992.65
    Standard Deviation9.468.54
    Sharpe Ratio0.850.75
    Treynor Ratio7.025.91
    10 Years
    Alpha (against Standard Index)0.16-0.71
    Beta (against Standard Index)1.091.06
    Mean Annual Return0.560.48
    R-squared (against Standard Index)91.0093.60
    Standard Deviation11.3410.86
    Sharpe Ratio0.510.44
    Treynor Ratio4.874.13