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 Dow Down0.28% Nasdaq Down0.17%

Invesco European Growth A (AEDAX)

40.67 Down 0.23(0.56%) Jul 21

Risk as of Jun 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
StatisticAEDAXCategory
Alpha (against Standard Index)5.793.06
Beta (against Standard Index)0.831.00
Mean Annual Return0.970.84
R-squared (against Standard Index)93.6488.67
Standard Deviation14.2417.66
Sharpe Ratio0.810.58
Treynor Ratio13.289.17
5 Years
StatisticAEDAXCategory
Alpha (against Standard Index)5.432.14
Beta (against Standard Index)0.881.04
Mean Annual Return1.341.22
R-squared (against Standard Index)92.3189.46
Standard Deviation15.5718.62
Sharpe Ratio1.030.80
Treynor Ratio17.8813.44
10 Years
StatisticAEDAXCategory
Alpha (against Standard Index)2.821.01
Beta (against Standard Index)0.920.99
Mean Annual Return0.960.86
R-squared (against Standard Index)93.6889.96
Standard Deviation18.0119.77
Sharpe Ratio0.550.44
Treynor Ratio9.477.18