Dow Up0.08% Nasdaq Down0.30%

Invesco Global Low Volatility Eq Yld A (GTNDX)

15.22 Down 0.07(0.46%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up11
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 1999):51.93%
Worst 1 Yr Total Return(Dec 30, 2008):-43.90%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGTNDXCategory
Alpha (against Standard Index)9.035.87
Beta (against Standard Index)0.760.81
Mean Annual Return1.391.17
R-squared (against Standard Index)88.9083.40
Standard Deviation12.6013.85
Sharpe Ratio1.321.04
Treynor Ratio22.5018.01
5 Years
StatisticGTNDXCategory
Alpha (against Standard Index)6.604.92
Beta (against Standard Index)0.830.86
Mean Annual Return1.191.07
R-squared (against Standard Index)90.6685.79
Standard Deviation14.3515.20
Sharpe Ratio0.990.86
Treynor Ratio16.8315.26
10 Years
StatisticGTNDXCategory
Alpha (against Standard Index)0.451.03
Beta (against Standard Index)0.820.85
Mean Annual Return0.710.78
R-squared (against Standard Index)90.8888.01
Standard Deviation16.1217.10
Sharpe Ratio0.430.46
Treynor Ratio7.137.80