• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.32% Nasdaq Down0.01%

    Invesco Convertible Securities A (CNSAX)

    24.44 Up 0.06(0.25%) Jul 31

    Risk as of Jun 29, 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
    StatisticCNSAXCategory
    Alpha (against Standard Index)2.102.48
    Beta (against Standard Index)1.041.10
    Mean Annual Return0.931.00
    R-squared (against Standard Index)72.7672.57
    Standard Deviation6.647.01
    Sharpe Ratio1.671.71
    Treynor Ratio10.9111.29
    5 Years
    StatisticCNSAXCategory
    Alpha (against Standard Index)1.000.02
    Beta (against Standard Index)1.031.15
    Mean Annual Return0.890.91
    R-squared (against Standard Index)85.6584.39
    Standard Deviation8.809.94
    Sharpe Ratio1.211.10
    Treynor Ratio10.519.49
    10 Years
    StatisticCNSAXCategory
    Alpha (against Standard Index)0.95-0.31
    Beta (against Standard Index)1.081.17
    Mean Annual Return0.690.62
    R-squared (against Standard Index)81.1083.30
    Standard Deviation11.6012.34
    Sharpe Ratio0.590.49
    Treynor Ratio5.954.71