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    Invesco Comstock Y (ACSDX)

    22.81 Down 0.09(0.39%) Oct 25

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up7
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):35.58%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.73%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-4.82-2.85
    Beta (against Standard Index)1.100.97
    Mean Annual Return0.620.67
    R-squared (against Standard Index)88.8989.76
    Standard Deviation12.5811.13
    Sharpe Ratio0.580.73
    Treynor Ratio6.178.01
    5 Years
    Alpha (against Standard Index)-2.59-1.92
    Beta (against Standard Index)1.090.99
    Mean Annual Return1.231.15
    R-squared (against Standard Index)90.9290.54
    Standard Deviation12.7411.62
    Sharpe Ratio1.151.19
    Treynor Ratio13.5214.21
    10 Years
    Alpha (against Standard Index)-1.51-1.68
    Beta (against Standard Index)1.061.01
    Mean Annual Return0.600.55
    R-squared (against Standard Index)93.0093.22
    Standard Deviation16.8315.94
    Sharpe Ratio0.380.37
    Treynor Ratio4.744.68