• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.67% Nasdaq Up1.47%

    Invesco Charter B (BCHTX)

    20.45 Down 0.20(0.97%) May 26

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up14
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):29.09%
    Worst 1 Yr Total Return(Dec 30, 2008):-28.95%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.01-1.22
    Beta (against Standard Index)0.881.01
    Mean Annual Return1.001.25
    R-squared (against Standard Index)91.3892.61
    Standard Deviation8.7210.01
    Sharpe Ratio1.371.49
    Treynor Ratio13.9715.30
    5 Years
    Alpha (against Standard Index)-2.80-1.60
    Beta (against Standard Index)0.881.02
    Mean Annual Return0.821.09
    R-squared (against Standard Index)95.2795.58
    Standard Deviation11.6913.58
    Sharpe Ratio0.830.96
    Treynor Ratio10.7212.55
    10 Years
    Alpha (against Standard Index)-0.17-0.60
    Beta (against Standard Index)0.861.01
    Mean Annual Return0.660.72
    R-squared (against Standard Index)94.7095.00
    Standard Deviation13.0315.29
    Sharpe Ratio0.500.47
    Treynor Ratio6.786.23