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    Invesco Greater China R5 (IACFX)

    17.79 Down 0.26(1.44%) Feb 5

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    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)1.501.77
    Beta (against Standard Index)0.980.97
    Mean Annual Return0.010.33
    R-squared (against Standard Index)42.8550.21
    Standard Deviation19.0717.13
    Sharpe Ratio0.000.21
    Treynor Ratio-1.702.49
    5 Years
    Alpha (against Standard Index)-0.07-0.11
    Beta (against Standard Index)1.041.00
    Mean Annual Return0.050.17
    R-squared (against Standard Index)57.7263.51
    Standard Deviation20.9918.93
    Sharpe Ratio0.020.10
    Treynor Ratio-1.610.16
    10 Years
    Alpha (against Standard Index)N/A5.91
    Beta (against Standard Index)N/A1.06
    Mean Annual ReturnN/A0.90
    R-squared (against Standard Index)N/A69.12
    Standard DeviationN/A24.27
    Sharpe RatioN/A0.40
    Treynor RatioN/A6.60