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    Invesco China R5 (IACFX)

    20.26 Up 0.09(0.45%) Mar 2

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    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)0.362.85
    Beta (against Standard Index)0.840.80
    Mean Annual Return0.540.72
    R-squared (against Standard Index)39.7554.24
    Standard Deviation16.7313.73
    Sharpe Ratio0.380.63
    Treynor Ratio6.049.99
    5 Years
    Alpha (against Standard Index)-0.921.17
    Beta (against Standard Index)0.930.89
    Mean Annual Return0.440.59
    R-squared (against Standard Index)59.9167.28
    Standard Deviation19.6117.82
    Sharpe Ratio0.260.40
    Treynor Ratio3.546.45
    10 Years
    Alpha (against Standard Index)N/A5.06
    Beta (against Standard Index)N/A1.09
    Mean Annual ReturnN/A1.04
    R-squared (against Standard Index)N/A69.40
    Standard DeviationN/A24.60
    Sharpe RatioN/A0.45
    Treynor RatioN/A7.74