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Invesco China R5 (IACFX)

20.74 Up 0.11(0.53%) Aug 22

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up5
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):83.07%
Worst 1 Yr Total Return(Dec 30, 2008):-51.72%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-5.40-2.50
Beta (against Standard Index)1.081.03
Mean Annual Return0.190.40
R-squared (against Standard Index)64.6373.90
Standard Deviation22.2519.97
Sharpe Ratio0.100.24
Treynor Ratio-0.302.75
5 Years
Alpha (against Standard Index)-2.91-1.17
Beta (against Standard Index)0.940.91
Mean Annual Return0.530.65
R-squared (against Standard Index)56.8363.79
Standard Deviation20.5918.68
Sharpe Ratio0.310.42
Treynor Ratio4.506.86
10 Years
Alpha (against Standard Index)N/A4.04
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A1.18
R-squared (against Standard Index)N/A69.21
Standard DeviationN/A24.62
Sharpe RatioN/A0.52
Treynor RatioN/A9.39