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Invesco China B (ABCFX)

19.98 Down 0.19(0.94%) Aug 21

Risk as of Jul 30, 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):80.78%
Worst 1 Yr Total Return(Dec 30, 2008):-52.38%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticABCFXCategory
Alpha (against Standard Index)-6.64-2.50
Beta (against Standard Index)1.081.03
Mean Annual Return0.080.40
R-squared (against Standard Index)64.5473.90
Standard Deviation22.2219.97
Sharpe Ratio0.040.24
Treynor Ratio-1.452.75
5 Years
StatisticABCFXCategory
Alpha (against Standard Index)-4.11-1.17
Beta (against Standard Index)0.940.91
Mean Annual Return0.430.65
R-squared (against Standard Index)56.7063.79
Standard Deviation20.5618.68
Sharpe Ratio0.250.42
Treynor Ratio3.176.86
10 Years
StatisticABCFXCategory
Alpha (against Standard Index)N/A4.04
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A1.18
R-squared (against Standard Index)N/A69.21
Standard DeviationN/A24.62
Sharpe RatioN/A0.52
Treynor RatioN/A9.39