• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.16% Nasdaq Down0.08%

    Invesco Greater China Y (AMCYX)

    23.40 0.00(0.00%) Jul 2

    Risk as of May 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)4.666.09
    Beta (against Standard Index)0.850.82
    Mean Annual Return1.271.36
    R-squared (against Standard Index)27.1640.84
    Standard Deviation17.2113.86
    Sharpe Ratio0.881.18
    Treynor Ratio17.3120.35
    5 Years
    Alpha (against Standard Index)0.032.30
    Beta (against Standard Index)0.980.91
    Mean Annual Return0.740.87
    R-squared (against Standard Index)55.9063.73
    Standard Deviation20.5017.81
    Sharpe Ratio0.430.59
    Treynor Ratio7.0510.23
    10 Years
    Alpha (against Standard Index)N/A5.30
    Beta (against Standard Index)N/A1.05
    Mean Annual ReturnN/A1.11
    R-squared (against Standard Index)N/A69.29
    Standard DeviationN/A23.78
    Sharpe RatioN/A0.50
    Treynor RatioN/A9.11