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    Invesco Comstock A (ACSTX)

    22.81 Down 0.08(0.35%) Aug 24

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up32
    Number of Years Down15
    Best 1 Yr Total Return(Dec 30, 2013):35.24%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.89%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-6.17-3.24
    Beta (against Standard Index)1.090.98
    Mean Annual Return0.510.64
    R-squared (against Standard Index)90.8990.40
    Standard Deviation12.7411.44
    Sharpe Ratio0.470.68
    Treynor Ratio4.887.64
    5 Years
    Alpha (against Standard Index)-4.01-2.32
    Beta (against Standard Index)1.111.00
    Mean Annual Return0.900.92
    R-squared (against Standard Index)93.1591.64
    Standard Deviation13.9312.66
    Sharpe Ratio0.770.88
    Treynor Ratio9.2011.01
    10 Years
    Alpha (against Standard Index)-2.12-1.84
    Beta (against Standard Index)1.061.01
    Mean Annual Return0.590.57
    R-squared (against Standard Index)93.2993.20
    Standard Deviation16.8315.97
    Sharpe Ratio0.360.38
    Treynor Ratio4.564.94