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    Invesco PA Tax Free Inc A (VKMPX)

    16.46 0.00(0.00%) Oct 9

    Risk as of Sep 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up22
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):22.65%
    Worst 1 Yr Total Return(Dec 30, 2008):-14.53%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.93-0.80
    Beta (against Standard Index)1.191.14
    Mean Annual Return0.210.20
    R-squared (against Standard Index)93.9993.08
    Standard Deviation4.414.27
    Sharpe Ratio0.560.58
    Treynor Ratio2.022.09
    5 Years
    Alpha (against Standard Index)-0.44-0.71
    Beta (against Standard Index)1.121.12
    Mean Annual Return0.350.31
    R-squared (against Standard Index)93.5593.04
    Standard Deviation4.374.42
    Sharpe Ratio0.940.84
    Treynor Ratio3.673.27
    10 Years
    Alpha (against Standard Index)-1.35-0.96
    Beta (against Standard Index)1.171.09
    Mean Annual Return0.320.32
    R-squared (against Standard Index)82.5987.96
    Standard Deviation5.605.20
    Sharpe Ratio0.450.51
    Treynor Ratio2.122.33