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Invesco MPF Asian Equity H (H.HK)

10.06 Up 0.02(0.20%) Jul 21

Risk as of Jun 29, 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)-1.10-1.40
Beta (against Standard Index)0.780.92
Mean Annual Return0.260.30
R-squared (against Standard Index)93.2696.21
Standard Deviation14.8817.36
Sharpe Ratio0.190.19
Treynor Ratio2.342.09
5 Years
StatisticH.HKCategory
Alpha (against Standard Index)0.35-1.48
Beta (against Standard Index)0.820.94
Mean Annual Return0.920.90
R-squared (against Standard Index)92.7095.79
Standard Deviation15.8717.86
Sharpe Ratio0.680.60
Treynor Ratio12.3210.19
10 Years
StatisticH.HKCategory
Alpha (against Standard Index)N/A-2.64
Beta (against Standard Index)N/A0.91
Mean Annual ReturnN/A0.82
R-squared (against Standard Index)N/A95.60
Standard DeviationN/A20.52
Sharpe RatioN/A0.40
Treynor RatioN/A7.11