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    Invesco European Growth A (AEDAX)

    35.07 Up 0.12(0.34%) Dec 24

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up11
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 1999):66.62%
    Worst 1 Yr Total Return(Dec 30, 2008):-46.74%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)3.483.44
    Beta (against Standard Index)0.860.98
    Mean Annual Return1.031.12
    R-squared (against Standard Index)88.0980.85
    Standard Deviation11.7213.86
    Sharpe Ratio1.050.99
    Treynor Ratio14.2513.91
    5 Years
    Alpha (against Standard Index)4.031.79
    Beta (against Standard Index)0.901.04
    Mean Annual Return0.850.74
    R-squared (against Standard Index)91.4188.22
    Standard Deviation15.4718.25
    Sharpe Ratio0.650.50
    Treynor Ratio10.357.47
    10 Years
    Alpha (against Standard Index)2.090.85
    Beta (against Standard Index)0.920.99
    Mean Annual Return0.770.70
    R-squared (against Standard Index)93.3089.51
    Standard Deviation17.9419.65
    Sharpe Ratio0.430.35
    Treynor Ratio6.865.27