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    Invesco China R5 (IACFX)

    19.24 Up 0.19(1.00%) Dec 18

    Risk as of Nov 29, 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)-2.181.63
    Beta (against Standard Index)0.930.87
    Mean Annual Return0.620.88
    R-squared (against Standard Index)45.9358.03
    Standard Deviation17.5914.67
    Sharpe Ratio0.420.72
    Treynor Ratio6.4511.59
    5 Years
    Alpha (against Standard Index)-3.29-0.26
    Beta (against Standard Index)0.960.92
    Mean Annual Return0.280.50
    R-squared (against Standard Index)61.9168.16
    Standard Deviation20.1318.23
    Sharpe Ratio0.160.33
    Treynor Ratio1.234.92
    10 Years
    Alpha (against Standard Index)N/A4.46
    Beta (against Standard Index)N/A1.08
    Mean Annual ReturnN/A1.05
    R-squared (against Standard Index)N/A69.23
    Standard DeviationN/A24.61
    Sharpe RatioN/A0.45
    Treynor RatioN/A7.77