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    Invesco Greater China Y (AMCYX)

    22.12 Up 0.14(0.64%) Jul 26

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    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)6.882.50
    Beta (against Standard Index)0.981.03
    Mean Annual Return0.740.38
    R-squared (against Standard Index)46.5356.12
    Standard Deviation19.1018.44
    Sharpe Ratio0.460.23
    Treynor Ratio7.392.73
    5 Years
    Alpha (against Standard Index)1.360.51
    Beta (against Standard Index)1.071.05
    Mean Annual Return0.230.16
    R-squared (against Standard Index)60.8667.82
    Standard Deviation21.3419.90
    Sharpe Ratio0.120.08
    Treynor Ratio0.38-0.23
    10 Years
    Alpha (against Standard Index)8.255.16
    Beta (against Standard Index)1.101.06
    Mean Annual Return1.020.76
    R-squared (against Standard Index)63.4968.50
    Standard Deviation26.5924.60
    Sharpe Ratio0.430.33
    Treynor Ratio7.344.90