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Invesco China Y (AMCYX)

19.95 Up 0.07(0.35%) Sep 19

Risk as of Aug 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)-6.04-2.15
Beta (against Standard Index)1.091.04
Mean Annual Return0.410.69
R-squared (against Standard Index)62.2271.57
Standard Deviation21.5219.19
Sharpe Ratio0.230.43
Treynor Ratio2.366.44
5 Years
StatisticAMCYXCategory
Alpha (against Standard Index)-1.410.70
Beta (against Standard Index)0.970.93
Mean Annual Return0.630.77
R-squared (against Standard Index)61.0168.07
Standard Deviation20.2818.43
Sharpe Ratio0.370.50
Treynor Ratio5.668.48
10 Years
StatisticAMCYXCategory
Alpha (against Standard Index)N/A3.91
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A1.17
R-squared (against Standard Index)N/A69.29
Standard DeviationN/A24.60
Sharpe RatioN/A0.51
Treynor RatioN/A9.25