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    Invesco Charter A (CHTRX)

    21.26 Up 0.17(0.81%) Jul 1

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up35
    Number of Years Down11
    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)-0.71-0.74
    Beta (against Standard Index)0.860.99
    Mean Annual Return1.261.47
    R-squared (against Standard Index)89.0591.09
    Standard Deviation7.708.84
    Sharpe Ratio1.961.99
    Treynor Ratio18.4618.74
    5 Years
    Alpha (against Standard Index)-1.74-1.68
    Beta (against Standard Index)0.871.03
    Mean Annual Return1.031.24
    R-squared (against Standard Index)94.7595.26
    Standard Deviation11.0212.94
    Sharpe Ratio1.121.16
    Treynor Ratio14.1614.67
    10 Years
    Alpha (against Standard Index)0.71-0.56
    Beta (against Standard Index)0.861.01
    Mean Annual Return0.720.70
    R-squared (against Standard Index)94.8895.08
    Standard Deviation13.0615.25
    Sharpe Ratio0.550.46
    Treynor Ratio7.696.10