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    Invesco China Y (AMCYX)

    19.73 Down 0.08(0.40%) Mar 5

    Risk as of Feb 27, 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)-1.182.85
    Beta (against Standard Index)0.790.80
    Mean Annual Return0.370.72
    R-squared (against Standard Index)36.5054.24
    Standard Deviation16.2713.73
    Sharpe Ratio0.270.63
    Treynor Ratio3.929.99
    5 Years
    Alpha (against Standard Index)-2.331.17
    Beta (against Standard Index)0.920.89
    Mean Annual Return0.400.59
    R-squared (against Standard Index)59.9267.28
    Standard Deviation19.5717.82
    Sharpe Ratio0.240.40
    Treynor Ratio3.046.45
    10 Years
    Alpha (against Standard Index)N/A5.06
    Beta (against Standard Index)N/A1.09
    Mean Annual ReturnN/A1.04
    R-squared (against Standard Index)N/A69.40
    Standard DeviationN/A24.60
    Sharpe RatioN/A0.45
    Treynor RatioN/A7.74