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    Invesco Greater China Y (AMCYX)

    20.80 Down 0.31(1.47%) Nov 27

    Risk as of Oct 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)3.031.91
    Beta (against Standard Index)0.960.99
    Mean Annual Return0.680.60
    R-squared (against Standard Index)40.0251.19
    Standard Deviation18.7117.28
    Sharpe Ratio0.430.40
    Treynor Ratio6.885.88
    5 Years
    Alpha (against Standard Index)-1.48-0.82
    Beta (against Standard Index)0.980.95
    Mean Annual Return0.180.23
    R-squared (against Standard Index)53.5160.26
    Standard Deviation20.6118.92
    Sharpe Ratio0.100.14
    Treynor Ratio0.020.93
    10 Years
    Alpha (against Standard Index)N/A5.49
    Beta (against Standard Index)N/A1.06
    Mean Annual ReturnN/A0.98
    R-squared (against Standard Index)N/A69.54
    Standard DeviationN/A24.48
    Sharpe RatioN/A0.43
    Treynor RatioN/A7.31