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    Invesco Charter A (CHTRX)

    16.08 Down 0.21(1.29%) Feb 5

    Risk as of Jan 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)-4.38-1.67
    Beta (against Standard Index)0.881.00
    Mean Annual Return0.471.09
    R-squared (against Standard Index)93.1293.88
    Standard Deviation10.0210.98
    Sharpe Ratio0.561.19
    Treynor Ratio5.9113.19
    5 Years
    Alpha (against Standard Index)-3.29-1.89
    Beta (against Standard Index)0.901.03
    Mean Annual Return0.560.92
    R-squared (against Standard Index)94.2494.73
    Standard Deviation11.0712.33
    Sharpe Ratio0.600.89
    Treynor Ratio6.8910.51
    10 Years
    Alpha (against Standard Index)-0.34-0.78
    Beta (against Standard Index)0.861.01
    Mean Annual Return0.520.62
    R-squared (against Standard Index)94.8195.22
    Standard Deviation13.4615.58
    Sharpe Ratio0.380.41
    Treynor Ratio5.025.26