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    Invesco China B (ABCFX)

    19.63 Down 0.09(0.46%) Feb 27

    Risk as of Jan 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)-0.842.85
    Beta (against Standard Index)0.840.80
    Mean Annual Return0.430.72
    R-squared (against Standard Index)39.6954.24
    Standard Deviation16.7013.73
    Sharpe Ratio0.310.63
    Treynor Ratio4.559.99
    5 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)-2.121.17
    Beta (against Standard Index)0.930.89
    Mean Annual Return0.340.59
    R-squared (against Standard Index)59.8267.28
    Standard Deviation19.5717.82
    Sharpe Ratio0.200.40
    Treynor Ratio2.226.45
    10 Years
    StatisticABCFXCategory
    Alpha (against Standard Index)N/A5.06
    Beta (against Standard Index)N/A1.09
    Mean Annual ReturnN/A1.04
    R-squared (against Standard Index)N/A69.40
    Standard DeviationN/A24.60
    Sharpe RatioN/A0.45
    Treynor RatioN/A7.74