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    Invesco Convertible Securities A (CNSAX)

    22.89 Up 0.18(0.79%) Oct 2

    Risk as of Aug 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up12
    Number of Years Down5
    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
    Alpha (against Standard Index)2.162.35
    Beta (against Standard Index)1.061.12
    Mean Annual Return0.760.81
    R-squared (against Standard Index)76.7276.84
    Standard Deviation7.147.55
    Sharpe Ratio1.271.28
    Treynor Ratio8.678.81
    5 Years
    Alpha (against Standard Index)0.75-0.21
    Beta (against Standard Index)1.041.16
    Mean Annual Return0.780.78
    R-squared (against Standard Index)85.9784.76
    Standard Deviation8.829.94
    Sharpe Ratio1.050.94
    Treynor Ratio8.897.91
    10 Years
    Alpha (against Standard Index)0.96-0.38
    Beta (against Standard Index)1.081.16
    Mean Annual Return0.630.55
    R-squared (against Standard Index)81.3383.49
    Standard Deviation11.6512.40
    Sharpe Ratio0.540.43
    Treynor Ratio5.364.04