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    Invesco Greater China R5 (IACFX)

    23.39 Up 0.34(1.48%) Jun 30

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up5
    Number of Years Down3
    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)4.876.09
    Beta (against Standard Index)0.850.82
    Mean Annual Return1.291.36
    R-squared (against Standard Index)27.1840.84
    Standard Deviation17.2313.86
    Sharpe Ratio0.901.18
    Treynor Ratio17.5720.35
    5 Years
    Alpha (against Standard Index)0.242.30
    Beta (against Standard Index)0.980.91
    Mean Annual Return0.760.87
    R-squared (against Standard Index)55.8963.73
    Standard Deviation20.5117.81
    Sharpe Ratio0.440.59
    Treynor Ratio7.2810.23
    10 Years
    Alpha (against Standard Index)N/A5.30
    Beta (against Standard Index)N/A1.05
    Mean Annual ReturnN/A1.11
    R-squared (against Standard Index)N/A69.29
    Standard DeviationN/A23.78
    Sharpe RatioN/A0.50
    Treynor RatioN/A9.11