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Invesco China Y (AMCYX)

20.37 Down 0.05(0.24%) Aug 29

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up4
Number of Years Down1
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)-5.65-2.50
Beta (against Standard Index)1.081.03
Mean Annual Return0.170.40
R-squared (against Standard Index)64.6673.90
Standard Deviation22.2519.97
Sharpe Ratio0.090.24
Treynor Ratio-0.532.75
5 Years
Alpha (against Standard Index)-3.12-1.17
Beta (against Standard Index)0.940.91
Mean Annual Return0.510.65
R-squared (against Standard Index)56.8163.79
Standard Deviation20.5818.68
Sharpe Ratio0.300.42
Treynor Ratio4.266.86
10 Years
Alpha (against Standard Index)N/A4.04
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A1.18
R-squared (against Standard Index)N/A69.21
Standard DeviationN/A24.62
Sharpe RatioN/A0.52
Treynor RatioN/A9.39