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    More On IACFX

    Invesco Greater China R5 (IACFX)

    22.65 Up 0.15(0.67%) Feb 22

    Risk as of Jan 30, 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):83.07%
    Worst 1 Yr Total Return(Dec 30, 2008):-51.72%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)4.233.21
    Beta (against Standard Index)1.031.11
    Mean Annual Return0.500.42
    R-squared (against Standard Index)46.6950.71
    Standard Deviation18.8920.04
    Sharpe Ratio0.310.24
    Treynor Ratio4.072.75
    5 Years
    Alpha (against Standard Index)2.541.25
    Beta (against Standard Index)0.950.98
    Mean Annual Return0.620.53
    R-squared (against Standard Index)47.7652.88
    Standard Deviation18.0718.16
    Sharpe Ratio0.400.34
    Treynor Ratio6.164.76
    10 Years
    Alpha (against Standard Index)6.693.88
    Beta (against Standard Index)1.091.06
    Mean Annual Return0.840.60
    R-squared (against Standard Index)63.6268.13
    Standard Deviation26.2724.67
    Sharpe Ratio0.360.26
    Treynor Ratio5.603.30