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    Invesco China Y (AMCYX)

    20.10 Down 0.17(0.84%) Jan 28

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up4
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):82.46%
    Worst 1 Yr Total Return(Dec 30, 2011):-23.27%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.933.25
    Beta (against Standard Index)0.880.84
    Mean Annual Return0.770.94
    R-squared (against Standard Index)43.1557.58
    Standard Deviation17.3114.55
    Sharpe Ratio0.530.77
    Treynor Ratio9.1112.78
    5 Years
    Alpha (against Standard Index)-2.190.08
    Beta (against Standard Index)0.950.91
    Mean Annual Return0.270.44
    R-squared (against Standard Index)60.6767.99
    Standard Deviation20.1218.24
    Sharpe Ratio0.160.29
    Treynor Ratio1.164.11
    10 Years
    Alpha (against Standard Index)N/A4.91
    Beta (against Standard Index)N/A1.09
    Mean Annual ReturnN/A1.02
    R-squared (against Standard Index)N/A69.47
    Standard DeviationN/A24.62
    Sharpe RatioN/A0.44
    Treynor RatioN/A7.38