Dow Down0.16% Nasdaq Down0.65%

Invesco Greater China B (ABCFX)

21.75 Down 0.26(1.18%) Oct 27

Risk as of Sep 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up6
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):80.78%
Worst 1 Yr Total Return(Dec 30, 2008):-52.38%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)5.654.64
Beta (against Standard Index)1.051.08
Mean Annual Return0.550.47
R-squared (against Standard Index)49.2755.43
Standard Deviation18.9518.63
Sharpe Ratio0.340.29
Treynor Ratio4.713.64
5 Years
Alpha (against Standard Index)2.662.71
Beta (against Standard Index)0.980.99
Mean Annual Return0.780.79
R-squared (against Standard Index)53.7262.13
Standard Deviation18.9317.95
Sharpe Ratio0.490.52
Treynor Ratio8.008.21
10 Years
Alpha (against Standard Index)7.395.41
Beta (against Standard Index)1.101.06
Mean Annual Return0.980.80
R-squared (against Standard Index)63.8468.64
Standard Deviation26.5724.64
Sharpe Ratio0.410.36
Treynor Ratio6.955.57