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Invesco Charter A (CHTRX)

17.73 Down 0.13(0.73%) Apr 29

Risk as of Mar 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up35
Number of Years Down12
Best 1 Yr Total Return(Dec 30, 2009):30.18%
Worst 1 Yr Total Return(Dec 30, 2008):-28.46%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.91-1.94
Beta (against Standard Index)0.901.00
Mean Annual Return0.560.82
R-squared (against Standard Index)92.9094.21
Standard Deviation10.5911.66
Sharpe Ratio0.630.84
Treynor Ratio7.029.63
5 Years
Alpha (against Standard Index)-3.03-2.03
Beta (against Standard Index)0.911.03
Mean Annual Return0.640.84
R-squared (against Standard Index)94.3395.16
Standard Deviation11.4312.87
Sharpe Ratio0.660.78
Treynor Ratio7.879.40
10 Years
Alpha (against Standard Index)-0.21-0.93
Beta (against Standard Index)0.871.00
Mean Annual Return0.570.59
R-squared (against Standard Index)94.8295.52
Standard Deviation13.6115.74
Sharpe Ratio0.420.38
Treynor Ratio5.774.94