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Invesco Greater China Y (AMCYX)

22.34 Down 0.11(0.49%) Oct 28

Risk as of Sep 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up5
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):82.46%
Worst 1 Yr Total Return(Dec 30, 2011):-23.27%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)6.664.64
Beta (against Standard Index)1.041.08
Mean Annual Return0.640.47
R-squared (against Standard Index)49.0355.43
Standard Deviation18.9418.63
Sharpe Ratio0.400.29
Treynor Ratio5.743.64
5 Years
Alpha (against Standard Index)3.682.71
Beta (against Standard Index)0.980.99
Mean Annual Return0.870.79
R-squared (against Standard Index)53.7062.13
Standard Deviation18.9317.95
Sharpe Ratio0.540.52
Treynor Ratio9.128.21
10 Years
Alpha (against Standard Index)8.345.41
Beta (against Standard Index)1.101.06
Mean Annual Return1.060.80
R-squared (against Standard Index)63.9068.64
Standard Deviation26.5824.64
Sharpe Ratio0.450.36
Treynor Ratio7.885.57