• FirefoxUpgrade to the new Firefox »
  •  Dow Up0.15% Nasdaq Up0.36%

    Invesco China B (ABCFX)

    18.77 0.00(0.00%) Dec 19

    Risk as of Nov 29, 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)-3.391.63
    Beta (against Standard Index)0.930.87
    Mean Annual Return0.520.88
    R-squared (against Standard Index)45.9158.03
    Standard Deviation17.5714.67
    Sharpe Ratio0.350.72
    Treynor Ratio5.0911.59
    5 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)-4.50-0.26
    Beta (against Standard Index)0.960.92
    Mean Annual Return0.170.50
    R-squared (against Standard Index)61.8468.16
    Standard Deviation20.0918.23
    Sharpe Ratio0.100.33
    Treynor Ratio-0.034.92
    10 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)N/A4.46
    Beta (against Standard Index)N/A1.08
    Mean Annual ReturnN/A1.05
    R-squared (against Standard Index)N/A69.23
    Standard DeviationN/A24.61
    Sharpe RatioN/A0.45
    Treynor RatioN/A7.77