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    Invesco Greater China B (ABCFX)

    22.01 0.00(0.00%) Feb 17

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up7
    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)3.003.21
    Beta (against Standard Index)1.031.11
    Mean Annual Return0.390.42
    R-squared (against Standard Index)46.9050.71
    Standard Deviation18.8720.04
    Sharpe Ratio0.240.24
    Treynor Ratio2.842.75
    5 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)1.331.25
    Beta (against Standard Index)0.950.98
    Mean Annual Return0.520.53
    R-squared (against Standard Index)47.8452.88
    Standard Deviation18.0518.16
    Sharpe Ratio0.340.34
    Treynor Ratio4.824.76
    10 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)5.453.88
    Beta (against Standard Index)1.091.06
    Mean Annual Return0.730.60
    R-squared (against Standard Index)63.6668.13
    Standard Deviation26.2324.67
    Sharpe Ratio0.310.26
    Treynor Ratio4.413.30