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Invesco Global Market Neutral Fund Class R (MKNRX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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5.22-0.00 (-0.04%)
At close: 08:00PM EDT

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up2
Number of Years Down4
Best 1 Yr Total Return (Feb 3, 2019)4.09%
Worst 1 Yr Total Return (Feb 3, 2019)-13.62%

Risk Statistics

3 Years
MKNRXCategory Average
5 Years
MKNRXCategory Average
10 Years
MKNRXCategory Average
Alpha
-7.630.01
-4.450.01
N/A0.01
BETA
-0.660
-0.610
N/A-0
Mean Annual Return
-0.690
-0.430
N/A0
R-squared
17.730.05
13.10.05
N/A0.02
Standard Deviation
5.130.06
5.10.05
N/A0.05
Sharpe Ratio
-1.940
-1.230
N/A0
Treynor Ratio
14.78-0.45
10.39-0.02
N/A0.45