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Invesco China Y (AMCYX)

19.23 Up 0.07(0.37%) Oct 24

Risk as of Sep 29, 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
StatisticAMCYXCategory
Alpha (against Standard Index)-2.711.22
Beta (against Standard Index)0.960.92
Mean Annual Return0.751.03
R-squared (against Standard Index)54.9166.53
Standard Deviation18.6416.20
Sharpe Ratio0.480.77
Treynor Ratio7.8312.88
5 Years
StatisticAMCYXCategory
Alpha (against Standard Index)-2.140.05
Beta (against Standard Index)0.970.92
Mean Annual Return0.410.56
R-squared (against Standard Index)61.3468.36
Standard Deviation20.4018.44
Sharpe Ratio0.240.37
Treynor Ratio2.815.60
10 Years
StatisticAMCYXCategory
Alpha (against Standard Index)N/A3.85
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A1.09
R-squared (against Standard Index)N/A69.47
Standard DeviationN/A24.68
Sharpe RatioN/A0.47
Treynor RatioN/A8.28