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Invesco MPF Asian Equity H (H.HK)

10.06 Up 0.01(0.10%) Sep 17

Risk as of Aug 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)0.11-1.20
Beta (against Standard Index)0.760.91
Mean Annual Return0.610.63
R-squared (against Standard Index)92.9095.98
Standard Deviation13.9916.56
Sharpe Ratio0.510.44
Treynor Ratio8.386.77
5 Years
StatisticH.HKCategory
Alpha (against Standard Index)-0.06-1.69
Beta (against Standard Index)0.820.92
Mean Annual Return0.790.75
R-squared (against Standard Index)93.0495.47
Standard Deviation15.3816.98
Sharpe Ratio0.600.52
Treynor Ratio10.208.34
10 Years
StatisticH.HKCategory
Alpha (against Standard Index)N/A-2.67
Beta (against Standard Index)N/A0.90
Mean Annual ReturnN/A0.82
R-squared (against Standard Index)N/A96.05
Standard DeviationN/A20.40
Sharpe RatioN/A0.41
Treynor RatioN/A7.27