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Invesco MPF Asian Equity H (H.HK)

10.07 Up 0.02(0.20%) Jul 10

Risk as of May 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up4
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):50.39%
Worst 1 Yr Total Return(Dec 30, 2008):-46.26%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticH.HKCategory
Alpha (against Standard Index)-0.56-1.26
Beta (against Standard Index)0.780.92
Mean Annual Return0.230.22
R-squared (against Standard Index)93.8396.33
Standard Deviation14.9217.40
Sharpe Ratio0.170.14
Treynor Ratio1.821.04
5 Years
StatisticH.HKCategory
Alpha (against Standard Index)0.98-1.39
Beta (against Standard Index)0.820.94
Mean Annual Return0.970.89
R-squared (against Standard Index)92.9495.82
Standard Deviation15.8617.86
Sharpe Ratio0.720.60
Treynor Ratio13.0010.15
10 Years
StatisticH.HKCategory
Alpha (against Standard Index)N/A-2.68
Beta (against Standard Index)N/A0.91
Mean Annual ReturnN/A0.80
R-squared (against Standard Index)N/A95.59
Standard DeviationN/A20.53
Sharpe RatioN/A0.39
Treynor RatioN/A6.84