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Invesco All Cap Market Neutral R5 (CPNFX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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5.81-0.00 (-0.06%)
As of 07:45PM EDT. Market open.

Risk overview

Morningstar risk rating★★★★
Number of years up4
Number of years down2
Best 1-yr total return (3 Feb 2019)10.45%
Worst 1-yr total return (3 Feb 2019)-9.25%

Risk statistics

3 years
CPNFXCategory average
5 years
CPNFXCategory average
10 years
CPNFXCategory average
Alpha
-11.090.01
-6.590.01
N/A0.01
BETA
-0.080
-0.420
N/A-0
Mean annual return
-0.820
-0.550
N/A0
R-squared
0.160.05
3.140.05
N/A0.02
Standard deviation
6.930.06
7.410.05
N/A0.05
Sharpe ratio
-1.660
-1.050
N/A0
Treynor ratio
136.95-0.45
18.84-0.02
N/A0.45