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    Invesco Greater China B (ABCFX)

    21.48 Up 0.13(0.61%) Jul 26

    Risk as of Jun 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
    StatisticABCFXCategory
    Alpha (against Standard Index)5.862.50
    Beta (against Standard Index)0.991.03
    Mean Annual Return0.650.38
    R-squared (against Standard Index)46.7356.12
    Standard Deviation19.1118.44
    Sharpe Ratio0.410.23
    Treynor Ratio6.272.73
    5 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)0.360.51
    Beta (against Standard Index)1.071.05
    Mean Annual Return0.150.16
    R-squared (against Standard Index)60.8767.82
    Standard Deviation21.3219.90
    Sharpe Ratio0.080.08
    Treynor Ratio-0.57-0.23
    10 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)7.315.16
    Beta (against Standard Index)1.101.06
    Mean Annual Return0.940.76
    R-squared (against Standard Index)63.4368.50
    Standard Deviation26.5824.60
    Sharpe Ratio0.390.33
    Treynor Ratio6.434.90