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    Invesco MPF Asian Equity H (H.HK)

    10.18 Up 0.10(0.99%) Sep 22

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up5
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):50.39%
    Worst 1 Yr Total Return(Dec 30, 2008):-46.26%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticH.HKCategory
    Alpha (against Standard Index)0.28-0.21
    Beta (against Standard Index)0.540.86
    Mean Annual Return-0.010.33
    R-squared (against Standard Index)73.0692.14
    Standard Deviation9.8213.61
    Sharpe Ratio-0.040.29
    Treynor Ratio-1.533.83
    5 Years
    StatisticH.HKCategory
    Alpha (against Standard Index)0.39-0.59
    Beta (against Standard Index)0.660.89
    Mean Annual Return0.070.30
    R-squared (against Standard Index)84.3994.41
    Standard Deviation12.7815.89
    Sharpe Ratio0.050.22
    Treynor Ratio-0.352.53
    10 Years
    StatisticH.HKCategory
    Alpha (against Standard Index)N/A-1.69
    Beta (against Standard Index)N/A0.92
    Mean Annual ReturnN/A0.49
    R-squared (against Standard Index)N/A96.88
    Standard DeviationN/A21.02
    Sharpe RatioN/A0.23
    Treynor RatioN/A2.96