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    Invesco China R5 (IACFX)

    20.27 Up 0.08(0.40%) Mar 27

    Risk as of Feb 27, 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)-0.971.70
    Beta (against Standard Index)0.790.75
    Mean Annual Return0.390.59
    R-squared (against Standard Index)36.4651.09
    Standard Deviation16.2713.30
    Sharpe Ratio0.280.53
    Treynor Ratio4.198.51
    5 Years
    Alpha (against Standard Index)-2.130.19
    Beta (against Standard Index)0.920.88
    Mean Annual Return0.420.58
    R-squared (against Standard Index)59.9367.15
    Standard Deviation19.5817.80
    Sharpe Ratio0.250.40
    Treynor Ratio3.276.42
    10 Years
    Alpha (against Standard Index)N/A4.67
    Beta (against Standard Index)N/A1.08
    Mean Annual ReturnN/A1.01
    R-squared (against Standard Index)N/A69.00
    Standard DeviationN/A24.56
    Sharpe RatioN/A0.44
    Treynor RatioN/A7.44