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Invesco China R5 (IACFX)

19.06 Up 0.05(0.26%) May 24


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up4
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)-2.18-2.89
Beta (against Standard Index)0.890.89
Mean Annual Return0.460.43
R-squared (against Standard Index)63.0264.84
Standard Deviation22.1021.52
Sharpe Ratio0.240.27
Treynor Ratio3.333.96
5 Years
StatisticIACFXCategory
Alpha (against Standard Index)4.081.24
Beta (against Standard Index)1.011.05
Mean Annual Return0.460.26
R-squared (against Standard Index)65.8371.42
Standard Deviation28.8828.78
Sharpe Ratio0.180.12
Treynor Ratio1.05-0.69
10 Years
StatisticIACFXCategory
Alpha (against Standard Index)N/A5.63
Beta (against Standard Index)N/A1.09
Mean Annual ReturnN/A1.42
R-squared (against Standard Index)N/A61.73
Standard DeviationN/A25.36
Sharpe RatioN/A0.61
Treynor RatioN/A11.90