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    Invesco Charter C (CHTCX)

    17.11 Up 0.02(0.12%) May 26

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up12
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2009):29.10%
    Worst 1 Yr Total Return(Dec 30, 2008):-28.94%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCHTCXCategory
    Alpha (against Standard Index)-4.42-1.74
    Beta (against Standard Index)0.901.00
    Mean Annual Return0.480.80
    R-squared (against Standard Index)92.9194.06
    Standard Deviation10.5911.67
    Sharpe Ratio0.540.82
    Treynor Ratio5.899.28
    5 Years
    StatisticCHTCXCategory
    Alpha (against Standard Index)-3.77-1.92
    Beta (against Standard Index)0.911.03
    Mean Annual Return0.540.80
    R-squared (against Standard Index)94.3395.02
    Standard Deviation11.4012.84
    Sharpe Ratio0.560.75
    Treynor Ratio6.478.94
    10 Years
    StatisticCHTCXCategory
    Alpha (against Standard Index)-0.91-0.87
    Beta (against Standard Index)0.871.00
    Mean Annual Return0.500.59
    R-squared (against Standard Index)94.8295.48
    Standard Deviation13.6015.74
    Sharpe Ratio0.370.38
    Treynor Ratio4.864.94