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Invesco China R5 (IACFX)

20.03 Up 0.26(1.32%) Nov 26

Risk as of Oct 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
StatisticIACFXCategory
Alpha (against Standard Index)-0.492.48
Beta (against Standard Index)0.900.85
Mean Annual Return0.590.80
R-squared (against Standard Index)45.5558.57
Standard Deviation17.6414.83
Sharpe Ratio0.400.65
Treynor Ratio6.2210.52
5 Years
StatisticIACFXCategory
Alpha (against Standard Index)-2.060.31
Beta (against Standard Index)0.970.92
Mean Annual Return0.420.59
R-squared (against Standard Index)61.6668.08
Standard Deviation20.4018.46
Sharpe Ratio0.240.38
Treynor Ratio2.965.92
10 Years
StatisticIACFXCategory
Alpha (against Standard Index)N/A4.61
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A1.12
R-squared (against Standard Index)N/A69.48
Standard DeviationN/A24.68
Sharpe RatioN/A0.48
Treynor RatioN/A8.56