• FirefoxUpgrade to the new Firefox »
  •  Dow Up2.43% Nasdaq Up2.24%

    Invesco Charter R6 (CHFTX)

    21.83 Up 0.47(2.20%) Dec 18

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up1
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):28.84%
    Worst 1 Yr Total Return(Dec 30, 2013):28.84%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCHFTXCategory
    Alpha (against Standard Index)-1.80-1.70
    Beta (against Standard Index)0.891.02
    Mean Annual Return1.301.52
    R-squared (against Standard Index)88.6592.05
    Standard Deviation8.549.65
    Sharpe Ratio1.821.90
    Treynor Ratio18.3218.98
    5 Years
    StatisticCHFTXCategory
    Alpha (against Standard Index)-1.67-1.60
    Beta (against Standard Index)0.871.02
    Mean Annual Return1.001.21
    R-squared (against Standard Index)94.3995.59
    Standard Deviation11.5913.61
    Sharpe Ratio1.031.07
    Treynor Ratio13.6514.18
    10 Years
    StatisticCHFTXCategory
    Alpha (against Standard Index)0.82-0.59
    Beta (against Standard Index)0.861.01
    Mean Annual Return0.720.70
    R-squared (against Standard Index)94.6594.89
    Standard Deviation13.0615.25
    Sharpe Ratio0.550.45
    Treynor Ratio7.645.88