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Invesco China A (AACFX)

19.60 Up 0.17(0.87%) Oct 29

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up5
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):81.94%
Worst 1 Yr Total Return(Dec 30, 2008):-52.03%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-2.941.22
Beta (against Standard Index)0.960.92
Mean Annual Return0.731.03
R-squared (against Standard Index)54.8666.53
Standard Deviation18.6216.20
Sharpe Ratio0.470.77
Treynor Ratio7.5712.88
5 Years
Alpha (against Standard Index)-2.380.05
Beta (against Standard Index)0.970.92
Mean Annual Return0.390.56
R-squared (against Standard Index)61.3268.36
Standard Deviation20.4018.44
Sharpe Ratio0.220.37
Treynor Ratio2.555.60
10 Years
Alpha (against Standard Index)N/A3.85
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A1.09
R-squared (against Standard Index)N/A69.47
Standard DeviationN/A24.68
Sharpe RatioN/A0.47
Treynor RatioN/A8.28