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    Invesco Greater China Y (AMCYX)

    17.39 Up 0.18(1.05%) Feb 12

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up5
    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)1.310.78
    Beta (against Standard Index)0.981.04
    Mean Annual Return-0.01-0.06
    R-squared (against Standard Index)42.8154.25
    Standard Deviation19.0418.19
    Sharpe Ratio-0.01-0.06
    Treynor Ratio-1.89-2.33
    5 Years
    Alpha (against Standard Index)-0.28-0.66
    Beta (against Standard Index)1.041.03
    Mean Annual Return0.030.00
    R-squared (against Standard Index)57.7165.00
    Standard Deviation20.9819.53
    Sharpe Ratio0.01-0.01
    Treynor Ratio-1.81-2.00
    10 Years
    Alpha (against Standard Index)N/A5.29
    Beta (against Standard Index)N/A1.06
    Mean Annual ReturnN/A0.73
    R-squared (against Standard Index)N/A69.26
    Standard DeviationN/A24.30
    Sharpe RatioN/A0.31
    Treynor RatioN/A4.54