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Invesco China R5 (IACFX)

19.99 Up 0.07(0.35%) Sep 19

Risk as of Aug 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
Alpha (against Standard Index)-5.82-2.15
Beta (against Standard Index)1.091.04
Mean Annual Return0.430.69
R-squared (against Standard Index)62.2071.57
Standard Deviation21.5319.19
Sharpe Ratio0.240.43
Treynor Ratio2.576.44
5 Years
Alpha (against Standard Index)-1.200.70
Beta (against Standard Index)0.970.93
Mean Annual Return0.640.77
R-squared (against Standard Index)61.0368.07
Standard Deviation20.3018.43
Sharpe Ratio0.380.50
Treynor Ratio5.908.48
10 Years
Alpha (against Standard Index)N/A3.91
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A1.17
R-squared (against Standard Index)N/A69.29
Standard DeviationN/A24.60
Sharpe RatioN/A0.51
Treynor RatioN/A9.25