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Invesco China Y (AMCYX)

19.73 Down 0.14(0.70%) Nov 25

Risk as of Oct 30, 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)-0.712.48
Beta (against Standard Index)0.900.85
Mean Annual Return0.570.80
R-squared (against Standard Index)45.6058.57
Standard Deviation17.6314.83
Sharpe Ratio0.380.65
Treynor Ratio5.9610.52
5 Years
StatisticAMCYXCategory
Alpha (against Standard Index)-2.270.31
Beta (against Standard Index)0.970.92
Mean Annual Return0.400.59
R-squared (against Standard Index)61.6768.08
Standard Deviation20.3918.46
Sharpe Ratio0.230.38
Treynor Ratio2.735.92
10 Years
StatisticAMCYXCategory
Alpha (against Standard Index)N/A4.61
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A1.12
R-squared (against Standard Index)N/A69.48
Standard DeviationN/A24.68
Sharpe RatioN/A0.48
Treynor RatioN/A8.56