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Invesco All Cap Market Neutral R (CPNRX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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5.59+0.00 (+0.04%)
At close: 07:45PM EDT

Risk overview

Morningstar risk rating★★★★
Number of years up4
Number of years down2
Best 1-yr total return (3 Feb 2019)9.95%
Worst 1-yr total return (3 Feb 2019)-9.69%

Risk statistics

3 years
CPNRXCategory average
5 years
CPNRXCategory average
10 years
CPNRXCategory average
Alpha
-11.50.01
-7.030.01
N/A0.01
BETA
-0.080
-0.420
N/A-0
Mean annual return
-0.850
-0.590
N/A0
R-squared
0.160.05
3.170.05
N/A0.02
Standard deviation
6.980.06
7.460.05
N/A0.05
Sharpe ratio
-1.70
-1.110
N/A0
Treynor ratio
139.73-0.45
19.64-0.02
N/A0.45