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Invesco China B (ABCFX)

19.15 Up 0.21(1.11%) May 20


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up4
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)-3.36-2.89
Beta (against Standard Index)0.890.89
Mean Annual Return0.360.43
R-squared (against Standard Index)62.9264.84
Standard Deviation22.0521.52
Sharpe Ratio0.190.27
Treynor Ratio1.963.96
5 Years
StatisticABCFXCategory
Alpha (against Standard Index)2.841.24
Beta (against Standard Index)1.011.05
Mean Annual Return0.360.26
R-squared (against Standard Index)65.8671.42
Standard Deviation28.8428.78
Sharpe Ratio0.140.12
Treynor Ratio-0.19-0.69
10 Years
StatisticABCFXCategory
Alpha (against Standard Index)N/A5.63
Beta (against Standard Index)N/A1.09
Mean Annual ReturnN/A1.42
R-squared (against Standard Index)N/A61.73
Standard DeviationN/A25.36
Sharpe RatioN/A0.61
Treynor RatioN/A11.90