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Invesco Charter Y (CHTYX)

23.78 0.00(0.00%) Jul 23

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up5
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2009):30.42%
Worst 1 Yr Total Return(Dec 30, 2011):0.11%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCHTYXCategory
Alpha (against Standard Index)-0.99-2.15
Beta (against Standard Index)0.911.05
Mean Annual Return1.141.23
R-squared (against Standard Index)94.9095.19
Standard Deviation11.4013.16
Sharpe Ratio1.191.13
Treynor Ratio15.2114.32
5 Years
StatisticCHTYXCategory
Alpha (against Standard Index)-0.46-1.53
Beta (against Standard Index)0.871.02
Mean Annual Return1.281.43
R-squared (against Standard Index)95.1095.94
Standard Deviation11.9114.02
Sharpe Ratio1.281.23
Treynor Ratio18.0217.07
10 Years
StatisticCHTYXCategory
Alpha (against Standard Index)1.17-0.42
Beta (against Standard Index)0.861.01
Mean Annual Return0.740.69
R-squared (against Standard Index)94.9695.07
Standard Deviation13.0315.29
Sharpe Ratio0.550.44
Treynor Ratio7.725.71