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    Invesco Greater China C (CACFX)

    22.56 Down 0.03(0.13%) Mar 22

    Risk as of Feb 27, 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):80.58%
    Worst 1 Yr Total Return(Dec 30, 2008):-52.40%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCACFXCategory
    Alpha (against Standard Index)2.374.40
    Beta (against Standard Index)1.011.14
    Mean Annual Return0.240.42
    R-squared (against Standard Index)44.7951.20
    Standard Deviation18.5420.00
    Sharpe Ratio0.150.24
    Treynor Ratio1.102.57
    5 Years
    StatisticCACFXCategory
    Alpha (against Standard Index)0.881.33
    Beta (against Standard Index)0.940.98
    Mean Annual Return0.410.46
    R-squared (against Standard Index)46.3551.75
    Standard Deviation17.7917.90
    Sharpe Ratio0.270.30
    Treynor Ratio3.534.05
    10 Years
    StatisticCACFXCategory
    Alpha (against Standard Index)5.184.02
    Beta (against Standard Index)1.091.06
    Mean Annual Return0.720.62
    R-squared (against Standard Index)63.6068.61
    Standard Deviation26.2324.60
    Sharpe Ratio0.310.28
    Treynor Ratio4.303.59