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    Invesco Diversified Dividend Investor (LCEIX)

    18.51 Down 0.10(0.54%) May 4

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up8
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2013):28.95%
    Worst 1 Yr Total Return(Dec 30, 2008):-26.81%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticLCEIXCategory
    Alpha (against Standard Index)2.23-3.13
    Beta (against Standard Index)0.740.98
    Mean Annual Return0.920.71
    R-squared (against Standard Index)86.8391.56
    Standard Deviation9.0111.69
    Sharpe Ratio1.210.74
    Treynor Ratio14.998.41
    5 Years
    StatisticLCEIXCategory
    Alpha (against Standard Index)2.12-2.61
    Beta (against Standard Index)0.801.01
    Mean Annual Return0.960.77
    R-squared (against Standard Index)89.5592.53
    Standard Deviation10.3212.81
    Sharpe Ratio1.110.73
    Treynor Ratio14.398.95
    10 Years
    StatisticLCEIXCategory
    Alpha (against Standard Index)1.35-1.64
    Beta (against Standard Index)0.891.01
    Mean Annual Return0.710.53
    R-squared (against Standard Index)92.8493.27
    Standard Deviation14.0915.98
    Sharpe Ratio0.530.34
    Treynor Ratio7.604.27