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    Invesco Greater China Y (AMCYX)

    19.43 Up 0.07(0.36%) Sep 3

    Risk as of Jul 30, 2015Get 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)3.333.01
    Beta (against Standard Index)0.960.94
    Mean Annual Return1.000.95
    R-squared (against Standard Index)30.2941.36
    Standard Deviation18.0815.39
    Sharpe Ratio0.660.74
    Treynor Ratio11.3311.54
    5 Years
    Alpha (against Standard Index)-1.390.01
    Beta (against Standard Index)1.010.94
    Mean Annual Return0.460.54
    R-squared (against Standard Index)54.7660.29
    Standard Deviation20.7618.56
    Sharpe Ratio0.260.34
    Treynor Ratio3.345.10
    10 Years
    Alpha (against Standard Index)N/A4.48
    Beta (against Standard Index)N/A1.06
    Mean Annual ReturnN/A0.97
    R-squared (against Standard Index)N/A68.91
    Standard DeviationN/A24.02
    Sharpe RatioN/A0.43
    Treynor RatioN/A7.31