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    Invesco Dividend Income Investor (FSTUX)

    20.82 0.00(0.00%) Feb 9

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up23
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2004):25.33%
    Worst 1 Yr Total Return(Dec 30, 2001):-33.98%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)4.99-2.92
    Beta (against Standard Index)0.590.99
    Mean Annual Return0.980.97
    R-squared (against Standard Index)57.5291.19
    Standard Deviation8.5311.00
    Sharpe Ratio1.371.06
    Treynor Ratio20.1511.78
    5 Years
    Alpha (against Standard Index)6.87-2.56
    Beta (against Standard Index)0.391.01
    Mean Annual Return0.940.84
    R-squared (against Standard Index)34.1292.16
    Standard Deviation8.0312.25
    Sharpe Ratio1.390.83
    Treynor Ratio29.239.91
    10 Years
    Alpha (against Standard Index)3.26-1.55
    Beta (against Standard Index)0.571.01
    Mean Annual Return0.670.56
    R-squared (against Standard Index)51.5793.14
    Standard Deviation12.0315.73
    Sharpe Ratio0.570.36
    Treynor Ratio11.184.54