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    Invesco Charter R6 (CHFTX)

    19.29 Up 0.06(0.31%) Oct 24

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up2
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):28.84%
    Worst 1 Yr Total Return(Dec 30, 2015):-6.00%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.78-2.14
    Beta (against Standard Index)0.921.00
    Mean Annual Return0.540.75
    R-squared (against Standard Index)92.6193.41
    Standard Deviation10.3011.17
    Sharpe Ratio0.620.80
    Treynor Ratio6.578.74
    5 Years
    Alpha (against Standard Index)-2.60-1.66
    Beta (against Standard Index)0.911.02
    Mean Annual Return0.991.21
    R-squared (against Standard Index)93.2194.12
    Standard Deviation10.4811.66
    Sharpe Ratio1.121.24
    Treynor Ratio12.9914.43
    10 Years
    Alpha (against Standard Index)0.03-0.80
    Beta (against Standard Index)0.871.00
    Mean Annual Return0.600.62
    R-squared (against Standard Index)94.7795.43
    Standard Deviation13.6115.70
    Sharpe Ratio0.470.42
    Treynor Ratio6.535.54