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    Invesco Charter B (BCHTX)

    19.96 Up 0.01(0.05%) Mar 27

    Risk as of Feb 27, 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
    StatisticBCHTXCategory
    Alpha (against Standard Index)-2.66-1.50
    Beta (against Standard Index)0.881.01
    Mean Annual Return1.031.31
    R-squared (against Standard Index)91.2692.54
    Standard Deviation8.749.98
    Sharpe Ratio1.411.58
    Treynor Ratio14.3716.25
    5 Years
    StatisticBCHTXCategory
    Alpha (against Standard Index)-3.25-1.72
    Beta (against Standard Index)0.881.02
    Mean Annual Return0.901.22
    R-squared (against Standard Index)95.1895.66
    Standard Deviation11.7713.70
    Sharpe Ratio0.911.07
    Treynor Ratio11.9314.26
    10 Years
    StatisticBCHTXCategory
    Alpha (against Standard Index)-0.30-0.64
    Beta (against Standard Index)0.861.01
    Mean Annual Return0.620.69
    R-squared (against Standard Index)94.7195.01
    Standard Deviation13.0715.33
    Sharpe Ratio0.460.44
    Treynor Ratio6.245.81