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    Invesco Greater China R5 (IACFX)

    22.66 Down 0.01(0.04%) Oct 21

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):83.07%
    Worst 1 Yr Total Return(Dec 30, 2008):-51.72%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)6.884.64
    Beta (against Standard Index)1.051.08
    Mean Annual Return0.660.47
    R-squared (against Standard Index)49.1055.43
    Standard Deviation18.9718.63
    Sharpe Ratio0.410.29
    Treynor Ratio5.943.64
    5 Years
    Alpha (against Standard Index)3.892.71
    Beta (against Standard Index)0.980.99
    Mean Annual Return0.880.79
    R-squared (against Standard Index)53.7162.13
    Standard Deviation18.9517.95
    Sharpe Ratio0.560.52
    Treynor Ratio9.368.21
    10 Years
    Alpha (against Standard Index)8.635.41
    Beta (against Standard Index)1.101.06
    Mean Annual Return1.080.80
    R-squared (against Standard Index)63.8268.64
    Standard Deviation26.6024.64
    Sharpe Ratio0.460.36
    Treynor Ratio8.165.57