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    Invesco Greater China Y (AMCYX)

    17.80 Down 0.26(1.44%) Feb 5

    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)1.311.77
    Beta (against Standard Index)0.980.97
    Mean Annual Return-0.010.33
    R-squared (against Standard Index)42.8150.21
    Standard Deviation19.0417.13
    Sharpe Ratio-0.010.21
    Treynor Ratio-1.892.49
    5 Years
    Alpha (against Standard Index)-0.28-0.11
    Beta (against Standard Index)1.041.00
    Mean Annual Return0.030.17
    R-squared (against Standard Index)57.7163.51
    Standard Deviation20.9818.93
    Sharpe Ratio0.010.10
    Treynor Ratio-1.810.16
    10 Years
    Alpha (against Standard Index)N/A5.91
    Beta (against Standard Index)N/A1.06
    Mean Annual ReturnN/A0.90
    R-squared (against Standard Index)N/A69.12
    Standard DeviationN/A24.27
    Sharpe RatioN/A0.40
    Treynor RatioN/A6.60