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 Dow Down0.72% Nasdaq Down0.50%

Invesco Global Real Estate A (AGREX)

13.16 Down 0.09(0.68%) Jul 25

Risk as of Jun 29, 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)-1.02-1.28
Beta (against Standard Index)0.991.02
Mean Annual Return0.810.81
R-squared (against Standard Index)74.0773.84
Standard Deviation16.4416.94
Sharpe Ratio0.590.58
Treynor Ratio8.708.67
5 Years
StatisticAGREXCategory
Alpha (against Standard Index)1.081.11
Beta (against Standard Index)0.991.01
Mean Annual Return1.291.31
R-squared (against Standard Index)80.5778.12
Standard Deviation16.5217.08
Sharpe Ratio0.930.93
Treynor Ratio15.1315.51
10 Years
StatisticAGREXCategory
Alpha (against Standard Index)N/A0.28
Beta (against Standard Index)N/A1.13
Mean Annual ReturnN/A0.82
R-squared (against Standard Index)N/A72.38
Standard DeviationN/A22.05
Sharpe RatioN/A0.38
Treynor RatioN/A5.44