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    Invesco Charter Y (CHTYX)

    18.83 Down 0.01(0.05%) Aug 26

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up6
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):30.42%
    Worst 1 Yr Total Return(Dec 30, 2015):-6.15%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCHTYXCategory
    Alpha (against Standard Index)-3.44-2.01
    Beta (against Standard Index)0.911.00
    Mean Annual Return0.570.77
    R-squared (against Standard Index)92.4293.68
    Standard Deviation10.5411.45
    Sharpe Ratio0.640.80
    Treynor Ratio6.978.91
    5 Years
    StatisticCHTYXCategory
    Alpha (against Standard Index)-2.91-2.01
    Beta (against Standard Index)0.921.03
    Mean Annual Return0.780.97
    R-squared (against Standard Index)94.1894.80
    Standard Deviation11.4112.74
    Sharpe Ratio0.810.92
    Treynor Ratio9.7611.17
    10 Years
    StatisticCHTYXCategory
    Alpha (against Standard Index)0.11-0.85
    Beta (against Standard Index)0.871.00
    Mean Annual Return0.650.65
    R-squared (against Standard Index)94.7395.42
    Standard Deviation13.6215.72
    Sharpe Ratio0.500.44
    Treynor Ratio7.065.92