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Invesco Charter B (BCHTX)

17.74 Down 0.03(0.17%) Aug 30

Risk as of Jul 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up14
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2009):29.09%
Worst 1 Yr Total Return(Dec 30, 2008):-28.95%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticBCHTXCategory
Alpha (against Standard Index)-4.41-2.01
Beta (against Standard Index)0.911.00
Mean Annual Return0.480.77
R-squared (against Standard Index)92.2893.68
Standard Deviation10.5211.45
Sharpe Ratio0.540.80
Treynor Ratio5.838.91
5 Years
StatisticBCHTXCategory
Alpha (against Standard Index)-3.89-2.01
Beta (against Standard Index)0.911.03
Mean Annual Return0.690.97
R-squared (against Standard Index)94.1894.80
Standard Deviation11.3812.74
Sharpe Ratio0.720.92
Treynor Ratio8.6011.17
10 Years
StatisticBCHTXCategory
Alpha (against Standard Index)-0.83-0.85
Beta (against Standard Index)0.871.00
Mean Annual Return0.570.65
R-squared (against Standard Index)94.7195.42
Standard Deviation13.6115.72
Sharpe Ratio0.430.44
Treynor Ratio5.915.92