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Invesco China B (ABCFX)

19.70 Up 0.07(0.36%) Jul 23

Risk as of Jun 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
Alpha (against Standard Index)-8.10-3.63
Beta (against Standard Index)1.091.04
Mean Annual Return-0.050.30
R-squared (against Standard Index)66.1175.41
Standard Deviation22.1319.91
Sharpe Ratio-0.030.18
Treynor Ratio-2.821.59
5 Years
Alpha (against Standard Index)-4.76-1.69
Beta (against Standard Index)0.970.93
Mean Annual Return0.570.79
R-squared (against Standard Index)59.7766.54
Standard Deviation21.1619.35
Sharpe Ratio0.320.49
Treynor Ratio4.778.53
10 Years
Alpha (against Standard Index)N/A3.89
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A1.15
R-squared (against Standard Index)N/A69.35
Standard DeviationN/A24.62
Sharpe RatioN/A0.50
Treynor RatioN/A9.00