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Invesco China B (ABCFX)

19.10 Down 0.14(0.73%) Nov 25

Risk as of Oct 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
Alpha (against Standard Index)-1.692.48
Beta (against Standard Index)0.900.85
Mean Annual Return0.490.80
R-squared (against Standard Index)45.5058.57
Standard Deviation17.6214.83
Sharpe Ratio0.330.65
Treynor Ratio4.8210.52
5 Years
Alpha (against Standard Index)-3.250.31
Beta (against Standard Index)0.970.92
Mean Annual Return0.320.59
R-squared (against Standard Index)61.5768.08
Standard Deviation20.3618.46
Sharpe Ratio0.180.38
Treynor Ratio1.705.92
10 Years
Alpha (against Standard Index)N/A4.61
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A1.12
R-squared (against Standard Index)N/A69.48
Standard DeviationN/A24.68
Sharpe RatioN/A0.48
Treynor RatioN/A8.56