Dow Down0.78% Nasdaq Down1.13%

Invesco Comstock C (ACSYX)

21.60 Down 0.33(1.50%) May 3

Risk as of Mar 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up15
Number of Years Down7
Best 1 Yr Total Return(Dec 30, 2013):34.29%
Worst 1 Yr Total Return(Dec 30, 2008):-36.35%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticACSYXCategory
Alpha (against Standard Index)-6.28-3.13
Beta (against Standard Index)1.100.98
Mean Annual Return0.560.71
R-squared (against Standard Index)93.3291.56
Standard Deviation12.8711.69
Sharpe Ratio0.510.74
Treynor Ratio5.468.41
5 Years
StatisticACSYXCategory
Alpha (against Standard Index)-4.80-2.61
Beta (against Standard Index)1.121.01
Mean Annual Return0.690.77
R-squared (against Standard Index)94.7492.53
Standard Deviation14.0012.81
Sharpe Ratio0.590.73
Treynor Ratio6.738.95
10 Years
StatisticACSYXCategory
Alpha (against Standard Index)-2.50-1.64
Beta (against Standard Index)1.061.01
Mean Annual Return0.490.53
R-squared (against Standard Index)93.5693.27
Standard Deviation16.7815.98
Sharpe Ratio0.290.34
Treynor Ratio3.294.27