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Invesco MPF Asian Equity H (H.HK)

9.75 Down 0.02(0.20%) Nov 25

Risk as of Oct 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
Alpha (against Standard Index)1.05-0.77
Beta (against Standard Index)0.770.91
Mean Annual Return0.620.56
R-squared (against Standard Index)90.6994.53
Standard Deviation11.8813.74
Sharpe Ratio0.600.48
Treynor Ratio8.726.42
5 Years
Alpha (against Standard Index)0.43-1.60
Beta (against Standard Index)0.800.92
Mean Annual Return0.630.54
R-squared (against Standard Index)93.0395.52
Standard Deviation14.9216.79
Sharpe Ratio0.490.38
Treynor Ratio7.945.57
10 Years
Alpha (against Standard Index)N/A-2.47
Beta (against Standard Index)N/A0.90
Mean Annual ReturnN/A0.75
R-squared (against Standard Index)N/A96.20
Standard DeviationN/A20.54
Sharpe RatioN/A0.37
Treynor RatioN/A6.25