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    Invesco Greater China R5 (IACFX)

    19.77 Down 0.14(0.70%) Aug 28

    Risk as of Jul 30, 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)3.543.01
    Beta (against Standard Index)0.960.94
    Mean Annual Return1.020.95
    R-squared (against Standard Index)30.3441.36
    Standard Deviation18.1015.39
    Sharpe Ratio0.670.74
    Treynor Ratio11.5611.54
    5 Years
    Alpha (against Standard Index)-1.180.01
    Beta (against Standard Index)1.010.94
    Mean Annual Return0.480.54
    R-squared (against Standard Index)54.7460.29
    Standard Deviation20.7818.56
    Sharpe Ratio0.270.34
    Treynor Ratio3.555.10
    10 Years
    Alpha (against Standard Index)N/A4.48
    Beta (against Standard Index)N/A1.06
    Mean Annual ReturnN/A0.97
    R-squared (against Standard Index)N/A68.91
    Standard DeviationN/A24.02
    Sharpe RatioN/A0.43
    Treynor RatioN/A7.31