• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.01% Nasdaq Up0.26%

    Invesco Greater China B (ABCFX)

    20.39 Up 0.05(0.25%) Nov 25

    Risk as of Oct 30, 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
    Alpha (against Standard Index)2.031.91
    Beta (against Standard Index)0.960.99
    Mean Annual Return0.600.60
    R-squared (against Standard Index)40.1451.19
    Standard Deviation18.7317.28
    Sharpe Ratio0.380.40
    Treynor Ratio5.795.88
    5 Years
    Alpha (against Standard Index)-2.47-0.82
    Beta (against Standard Index)0.980.95
    Mean Annual Return0.100.23
    R-squared (against Standard Index)53.4860.26
    Standard Deviation20.5918.92
    Sharpe Ratio0.060.14
    Treynor Ratio-1.000.93
    10 Years
    Alpha (against Standard Index)N/A5.49
    Beta (against Standard Index)N/A1.06
    Mean Annual ReturnN/A0.98
    R-squared (against Standard Index)N/A69.54
    Standard DeviationN/A24.48
    Sharpe RatioN/A0.43
    Treynor RatioN/A7.31