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Invesco PA Tax Free Inc A (VKMPX)

16.11 Up 0.02(0.12%) Feb 17

Risk as of Jan 30, 2017Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up24
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):22.65%
Worst 1 Yr Total Return(Dec 30, 2008):-14.53%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVKMPXCategory
Alpha (against Standard Index)0.680.42
Beta (against Standard Index)0.970.92
Mean Annual Return0.360.32
R-squared (against Standard Index)94.0590.92
Standard Deviation3.303.19
Sharpe Ratio1.241.14
Treynor Ratio4.264.05
5 Years
StatisticVKMPXCategory
Alpha (against Standard Index)-0.12-0.43
Beta (against Standard Index)1.091.04
Mean Annual Return0.260.22
R-squared (against Standard Index)92.8491.11
Standard Deviation4.103.98
Sharpe Ratio0.730.64
Treynor Ratio2.702.38
10 Years
StatisticVKMPXCategory
Alpha (against Standard Index)-1.36-1.12
Beta (against Standard Index)1.161.09
Mean Annual Return0.300.30
R-squared (against Standard Index)82.8788.05
Standard Deviation5.745.39
Sharpe Ratio0.500.57
Treynor Ratio2.412.67