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Invesco Growth and Income B (ACGJX)

29.20 Up 0.15(0.52%) Sep 16

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up15
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2013):33.88%
Worst 1 Yr Total Return(Dec 30, 2008):-32.21%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)0.38-1.24
Beta (against Standard Index)0.961.00
Mean Annual Return1.601.53
R-squared (against Standard Index)95.8892.72
Standard Deviation11.4012.08
Sharpe Ratio1.681.53
Treynor Ratio20.9419.31
5 Years
Alpha (against Standard Index)-2.05-1.52
Beta (against Standard Index)1.030.99
Mean Annual Return1.251.24
R-squared (against Standard Index)95.9894.03
Standard Deviation13.9113.51
Sharpe Ratio1.081.11
Treynor Ratio14.4815.27
10 Years
Alpha (against Standard Index)0.30-0.64
Beta (against Standard Index)0.971.00
Mean Annual Return0.770.71
R-squared (against Standard Index)94.4193.44
Standard Deviation14.6815.25
Sharpe Ratio0.520.46
Treynor Ratio7.116.17