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Invesco China B (ABCFX)

19.28 Down 0.16(0.82%) Sep 18

Risk as of Aug 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)-7.02-2.15
Beta (against Standard Index)1.081.04
Mean Annual Return0.330.69
R-squared (against Standard Index)62.0871.57
Standard Deviation21.5019.19
Sharpe Ratio0.180.43
Treynor Ratio1.426.44
5 Years
StatisticABCFXCategory
Alpha (against Standard Index)-2.380.70
Beta (against Standard Index)0.960.93
Mean Annual Return0.540.77
R-squared (against Standard Index)60.9368.07
Standard Deviation20.2718.43
Sharpe Ratio0.320.50
Treynor Ratio4.618.48
10 Years
StatisticABCFXCategory
Alpha (against Standard Index)N/A3.91
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A1.17
R-squared (against Standard Index)N/A69.29
Standard DeviationN/A24.60
Sharpe RatioN/A0.51
Treynor RatioN/A9.25