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    Invesco Greater China A (AACFX)

    21.80 Down 0.05(0.23%) Jan 20

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):81.94%
    Worst 1 Yr Total Return(Dec 30, 2008):-52.03%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.652.44
    Beta (against Standard Index)1.021.09
    Mean Annual Return0.130.11
    R-squared (against Standard Index)47.2050.16
    Standard Deviation18.9120.00
    Sharpe Ratio0.080.05
    Treynor Ratio-0.23-0.70
    5 Years
    Alpha (against Standard Index)1.931.17
    Beta (against Standard Index)0.960.99
    Mean Annual Return0.620.57
    R-squared (against Standard Index)48.9853.61
    Standard Deviation18.2318.44
    Sharpe Ratio0.400.37
    Treynor Ratio6.155.32
    10 Years
    Alpha (against Standard Index)5.823.52
    Beta (against Standard Index)1.091.05
    Mean Annual Return0.740.54
    R-squared (against Standard Index)63.4867.82
    Standard Deviation26.2024.53
    Sharpe Ratio0.310.23
    Treynor Ratio4.402.61