Dow Down0.71% Nasdaq Down0.63%

Invesco Global Low Volatility Eq Yld A (GTNDX)

13.05 Down 0.06(0.46%) Sep 23

Risk as of Aug 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up11
Number of Years Down7
Best 1 Yr Total Return(Dec 30, 2003):37.51%
Worst 1 Yr Total Return(Dec 30, 2008):-43.90%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)1.864.44
Beta (against Standard Index)0.800.80
Mean Annual Return0.350.56
R-squared (against Standard Index)82.5979.83
Standard Deviation11.7711.96
Sharpe Ratio0.350.56
Treynor Ratio4.327.87
5 Years
Alpha (against Standard Index)4.445.33
Beta (against Standard Index)0.780.81
Mean Annual Return0.660.74
R-squared (against Standard Index)85.6482.84
Standard Deviation12.8413.56
Sharpe Ratio0.610.66
Treynor Ratio9.2410.36
10 Years
Alpha (against Standard Index)0.712.61
Beta (against Standard Index)0.820.85
Mean Annual Return0.340.50
R-squared (against Standard Index)90.5387.87
Standard Deviation16.5617.34
Sharpe Ratio0.190.30
Treynor Ratio2.254.52