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    Invesco Greater China Y (AMCYX)

    22.37 Down 0.20(0.89%) Feb 24

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    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)4.013.21
    Beta (against Standard Index)1.021.11
    Mean Annual Return0.480.42
    R-squared (against Standard Index)46.6850.71
    Standard Deviation18.8620.04
    Sharpe Ratio0.300.24
    Treynor Ratio3.862.75
    5 Years
    Alpha (against Standard Index)2.341.25
    Beta (against Standard Index)0.950.98
    Mean Annual Return0.600.53
    R-squared (against Standard Index)47.7952.88
    Standard Deviation18.0618.16
    Sharpe Ratio0.390.34
    Treynor Ratio5.944.76
    10 Years
    Alpha (against Standard Index)6.493.88
    Beta (against Standard Index)1.091.06
    Mean Annual Return0.820.60
    R-squared (against Standard Index)63.6268.13
    Standard Deviation26.2524.67
    Sharpe Ratio0.350.26
    Treynor Ratio5.423.30