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    Invesco Greater China C (CACFX)

    20.12 Up 0.18(0.90%) Oct 12

    Risk as of Sep 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up5
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):80.58%
    Worst 1 Yr Total Return(Dec 30, 2008):-52.40%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)4.191.59
    Beta (against Standard Index)0.951.05
    Mean Annual Return0.590.64
    R-squared (against Standard Index)35.0550.61
    Standard Deviation18.6617.05
    Sharpe Ratio0.370.44
    Treynor Ratio5.716.00
    5 Years
    Alpha (against Standard Index)-2.26-1.45
    Beta (against Standard Index)0.980.98
    Mean Annual Return0.050.36
    R-squared (against Standard Index)52.4862.62
    Standard Deviation20.4219.35
    Sharpe Ratio0.030.22
    Treynor Ratio-1.562.42
    10 Years
    Alpha (against Standard Index)N/A4.41
    Beta (against Standard Index)N/A1.07
    Mean Annual ReturnN/A0.88
    R-squared (against Standard Index)N/A69.72
    Standard DeviationN/A24.35
    Sharpe RatioN/A0.38
    Treynor RatioN/A6.08