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    Invesco Greater China R5 (IACFX)

    21.99 Down 0.06(0.27%) Jul 22

    Risk as of Jun 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)7.092.50
    Beta (against Standard Index)0.981.03
    Mean Annual Return0.760.38
    R-squared (against Standard Index)46.5956.12
    Standard Deviation19.1318.44
    Sharpe Ratio0.470.23
    Treynor Ratio7.592.73
    5 Years
    Alpha (against Standard Index)1.590.51
    Beta (against Standard Index)1.071.05
    Mean Annual Return0.250.16
    R-squared (against Standard Index)60.8667.82
    Standard Deviation21.3519.90
    Sharpe Ratio0.140.08
    Treynor Ratio0.58-0.23
    10 Years
    Alpha (against Standard Index)8.545.16
    Beta (against Standard Index)1.101.06
    Mean Annual Return1.050.76
    R-squared (against Standard Index)63.4268.50
    Standard Deviation26.6224.60
    Sharpe Ratio0.440.33
    Treynor Ratio7.624.90