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    Invesco China Y (AMCYX)

    20.27 Up 0.10(0.50%) Mar 2

    Risk as of Jan 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)0.172.85
    Beta (against Standard Index)0.840.80
    Mean Annual Return0.520.72
    R-squared (against Standard Index)39.8354.24
    Standard Deviation16.7313.73
    Sharpe Ratio0.370.63
    Treynor Ratio5.809.99
    5 Years
    Alpha (against Standard Index)-1.121.17
    Beta (against Standard Index)0.930.89
    Mean Annual Return0.420.59
    R-squared (against Standard Index)59.9067.28
    Standard Deviation19.6017.82
    Sharpe Ratio0.250.40
    Treynor Ratio3.326.45
    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