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    Invesco Greater China B (ABCFX)

    18.47 Down 0.34(1.81%) Sep 4

    Risk as of Aug 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
    StatisticABCFXCategory
    Alpha (against Standard Index)2.953.01
    Beta (against Standard Index)1.020.94
    Mean Annual Return0.740.95
    R-squared (against Standard Index)37.9441.36
    Standard Deviation18.8615.39
    Sharpe Ratio0.460.74
    Treynor Ratio7.1611.54
    5 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)-2.860.01
    Beta (against Standard Index)1.020.94
    Mean Annual Return0.260.54
    R-squared (against Standard Index)56.3860.29
    Standard Deviation21.1318.56
    Sharpe Ratio0.140.34
    Treynor Ratio0.815.10
    10 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)N/A4.48
    Beta (against Standard Index)N/A1.06
    Mean Annual ReturnN/A0.97
    R-squared (against Standard Index)N/A68.91
    Standard DeviationN/A24.02
    Sharpe RatioN/A0.43
    Treynor RatioN/A7.31