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 Dow Up0.80% Nasdaq Up0.97%

Invesco European Growth A (AEDAX)

36.01 Up 0.01(0.03%) May 17


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up10
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
StatisticAEDAXCategory
Alpha (against Standard Index)5.220.08
Beta (against Standard Index)0.911.08
Mean Annual Return1.080.82
R-squared (against Standard Index)95.0593.27
Standard Deviation18.2421.77
Sharpe Ratio0.700.47
Treynor Ratio13.077.61
5 Years
StatisticAEDAXCategory
Alpha (against Standard Index)2.760.09
Beta (against Standard Index)0.941.07
Mean Annual Return0.350.17
R-squared (against Standard Index)95.9994.09
Standard Deviation22.3325.52
Sharpe Ratio0.170.07
Treynor Ratio1.40-1.29
10 Years
StatisticAEDAXCategory
Alpha (against Standard Index)4.000.54
Beta (against Standard Index)0.961.05
Mean Annual Return1.200.96
R-squared (against Standard Index)93.1791.21
Standard Deviation18.3420.12
Sharpe Ratio0.690.50
Treynor Ratio12.178.00