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    Invesco Greater China B (ABCFX)

    20.68 Up 0.09(0.44%) Jul 28

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up5
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):80.78%
    Worst 1 Yr Total Return(Dec 30, 2008):-52.38%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)4.285.27
    Beta (against Standard Index)0.930.90
    Mean Annual Return1.101.16
    R-squared (against Standard Index)30.7244.43
    Standard Deviation17.3414.28
    Sharpe Ratio0.760.97
    Treynor Ratio13.2815.27
    5 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)-1.221.56
    Beta (against Standard Index)0.980.93
    Mean Annual Return0.610.80
    R-squared (against Standard Index)56.1563.53
    Standard Deviation20.5218.28
    Sharpe Ratio0.350.52
    Treynor Ratio5.398.89
    10 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)N/A5.21
    Beta (against Standard Index)N/A1.05
    Mean Annual ReturnN/A1.06
    R-squared (against Standard Index)N/A69.66
    Standard DeviationN/A23.86
    Sharpe RatioN/A0.48
    Treynor RatioN/A8.51