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Invesco Global Real Estate A (AGREX)

12.45 Down 0.08(0.64%) Sep 29

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up5
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2006):40.96%
Worst 1 Yr Total Return(Dec 30, 2008):-44.93%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticAGREXCategory
Alpha (against Standard Index)-1.70-1.87
Beta (against Standard Index)1.011.03
Mean Annual Return1.041.05
R-squared (against Standard Index)72.3271.94
Standard Deviation15.8616.22
Sharpe Ratio0.780.79
Treynor Ratio11.7311.79
5 Years
StatisticAGREXCategory
Alpha (against Standard Index)0.870.72
Beta (against Standard Index)0.970.98
Mean Annual Return1.071.06
R-squared (against Standard Index)79.3777.69
Standard Deviation15.9416.28
Sharpe Ratio0.800.80
Treynor Ratio12.4312.62
10 Years
StatisticAGREXCategory
Alpha (against Standard Index)N/A-0.65
Beta (against Standard Index)N/A1.14
Mean Annual ReturnN/A0.78
R-squared (against Standard Index)N/A73.42
Standard DeviationN/A21.97
Sharpe RatioN/A0.36
Treynor RatioN/A4.98