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    Invesco Greater China B (ABCFX)

    17.16 Down 0.20(1.15%) Feb 8

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    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)0.301.77
    Beta (against Standard Index)0.980.97
    Mean Annual Return-0.090.33
    R-squared (against Standard Index)42.9450.21
    Standard Deviation19.0517.13
    Sharpe Ratio-0.060.21
    Treynor Ratio-2.892.49
    5 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)-1.28-0.11
    Beta (against Standard Index)1.041.00
    Mean Annual Return-0.050.17
    R-squared (against Standard Index)57.7163.51
    Standard Deviation20.9618.93
    Sharpe Ratio-0.030.10
    Treynor Ratio-2.750.16
    10 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)N/A5.91
    Beta (against Standard Index)N/A1.06
    Mean Annual ReturnN/A0.90
    R-squared (against Standard Index)N/A69.12
    Standard DeviationN/A24.27
    Sharpe RatioN/A0.40
    Treynor RatioN/A6.60