Skip to search.

Breaking News Visit Yahoo! News for the latest.

×Close this window

 Dow Up0.06% Nasdaq Down0.01%

Invesco Charter A (CHTRX)

20.69 0.00(0.00%) May 24


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up33
Number of Years Down11
Best 1 Yr Total Return(Dec 30, 1999):33.87%
Worst 1 Yr Total Return(Dec 30, 2008):-28.46%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCHTRXCategory
Alpha (against Standard Index)-2.43-2.01
Beta (against Standard Index)0.881.04
Mean Annual Return0.820.98
R-squared (against Standard Index)96.4596.78
Standard Deviation13.6615.86
Sharpe Ratio0.710.74
Treynor Ratio10.3810.68
5 Years
StatisticCHTRXCategory
Alpha (against Standard Index)0.51-0.96
Beta (against Standard Index)0.871.02
Mean Annual Return0.530.51
R-squared (against Standard Index)96.2396.21
Standard Deviation16.7919.63
Sharpe Ratio0.360.30
Treynor Ratio5.423.94
10 Years
StatisticCHTRXCategory
Alpha (against Standard Index)1.11-0.38
Beta (against Standard Index)0.871.02
Mean Annual Return0.770.70
R-squared (against Standard Index)94.4594.96
Standard Deviation13.1915.34
Sharpe Ratio0.560.44
Treynor Ratio7.975.74