Dow Up0.25% Nasdaq Up0.65%

Invesco Charter R5 (CHTVX)

18.79 Up 0.07(0.37%) May 27

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up18
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2009):30.74%
Worst 1 Yr Total Return(Dec 30, 2008):-28.15%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.33-1.74
Beta (against Standard Index)0.901.00
Mean Annual Return0.570.80
R-squared (against Standard Index)92.8694.06
Standard Deviation10.5711.67
Sharpe Ratio0.640.82
Treynor Ratio7.169.28
5 Years
Alpha (against Standard Index)-2.63-1.92
Beta (against Standard Index)0.911.03
Mean Annual Return0.630.80
R-squared (against Standard Index)94.2495.02
Standard Deviation11.3812.84
Sharpe Ratio0.660.75
Treynor Ratio7.798.94
10 Years
Alpha (against Standard Index)0.24-0.87
Beta (against Standard Index)0.861.00
Mean Annual Return0.600.59
R-squared (against Standard Index)94.7695.48
Standard Deviation13.6015.74
Sharpe Ratio0.450.38
Treynor Ratio6.264.94