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Invesco Convertible Securities A (CNSAX)

21.76 Down 0.33(1.49%) Jun 27

Risk as of May 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up12
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2009):43.78%
Worst 1 Yr Total Return(Dec 30, 2008):-29.10%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCNSAXCategory
Alpha (against Standard Index)-1.34-1.23
Beta (against Standard Index)1.011.15
Mean Annual Return0.300.36
R-squared (against Standard Index)80.3781.23
Standard Deviation7.999.07
Sharpe Ratio0.430.48
Treynor Ratio3.193.50
5 Years
StatisticCNSAXCategory
Alpha (against Standard Index)-0.89-1.75
Beta (against Standard Index)1.041.17
Mean Annual Return0.410.40
R-squared (against Standard Index)83.5083.44
Standard Deviation8.9610.09
Sharpe Ratio0.540.47
Treynor Ratio4.343.71
10 Years
StatisticCNSAXCategory
Alpha (against Standard Index)0.47-0.98
Beta (against Standard Index)1.081.17
Mean Annual Return0.570.49
R-squared (against Standard Index)81.0083.31
Standard Deviation11.8312.68
Sharpe Ratio0.500.39
Treynor Ratio4.983.61