• FirefoxUpgrade to the new Firefox »
  •  Dow Down0.79% Nasdaq Up0.16%

    Invesco China B (ABCFX)

    19.96 Up 0.08(0.40%) Jan 23

    Risk as of Dec 30, 2014Get 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)-0.043.25
    Beta (against Standard Index)0.870.84
    Mean Annual Return0.690.94
    R-squared (against Standard Index)43.0657.58
    Standard Deviation17.3014.55
    Sharpe Ratio0.470.77
    Treynor Ratio7.9212.78
    5 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)-3.180.08
    Beta (against Standard Index)0.950.91
    Mean Annual Return0.190.44
    R-squared (against Standard Index)60.5967.99
    Standard Deviation20.1018.24
    Sharpe Ratio0.110.29
    Treynor Ratio0.114.11
    10 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)N/A4.91
    Beta (against Standard Index)N/A1.09
    Mean Annual ReturnN/A1.02
    R-squared (against Standard Index)N/A69.47
    Standard DeviationN/A24.62
    Sharpe RatioN/A0.44
    Treynor RatioN/A7.38