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    Invesco Greater China B (ABCFX)

    22.69 0.00(0.00%) Jul 2

    Risk as of May 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
    Alpha (against Standard Index)3.646.09
    Beta (against Standard Index)0.850.82
    Mean Annual Return1.191.36
    R-squared (against Standard Index)27.2440.84
    Standard Deviation17.2113.86
    Sharpe Ratio0.831.18
    Treynor Ratio15.9520.35
    5 Years
    Alpha (against Standard Index)-0.962.30
    Beta (against Standard Index)0.980.91
    Mean Annual Return0.660.87
    R-squared (against Standard Index)55.8363.73
    Standard Deviation20.4717.81
    Sharpe Ratio0.380.59
    Treynor Ratio5.9910.23
    10 Years
    Alpha (against Standard Index)N/A5.30
    Beta (against Standard Index)N/A1.05
    Mean Annual ReturnN/A1.11
    R-squared (against Standard Index)N/A69.29
    Standard DeviationN/A23.78
    Sharpe RatioN/A0.50
    Treynor RatioN/A9.11