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    Invesco MPF Asian Equity H (H.HK)

    9.75 0.00(0.00%) Jun 22

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up5
    Number of Years Down3
    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
    Alpha (against Standard Index)0.28-0.76
    Beta (against Standard Index)0.540.87
    Mean Annual Return-0.01-0.06
    R-squared (against Standard Index)73.0692.09
    Standard Deviation9.8213.84
    Sharpe Ratio-0.04-0.06
    Treynor Ratio-1.53-1.85
    5 Years
    Alpha (against Standard Index)0.39-0.75
    Beta (against Standard Index)0.660.90
    Mean Annual Return0.07-0.01
    R-squared (against Standard Index)84.3994.58
    Standard Deviation12.7816.23
    Sharpe Ratio0.05-0.02
    Treynor Ratio-0.35-1.69
    10 Years
    Alpha (against Standard Index)N/A-3.01
    Beta (against Standard Index)N/A0.93
    Mean Annual ReturnN/A0.34
    R-squared (against Standard Index)N/A96.74
    Standard DeviationN/A21.11
    Sharpe RatioN/A0.14
    Treynor RatioN/A0.77