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Invesco China R5 (IACFX)

20.63 Up 0.24(1.18%) Jul 28

Risk as of Jun 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)-6.89-3.63
Beta (against Standard Index)1.091.04
Mean Annual Return0.060.30
R-squared (against Standard Index)66.2275.41
Standard Deviation22.1719.91
Sharpe Ratio0.030.18
Treynor Ratio-1.711.59
5 Years
Alpha (against Standard Index)-3.58-1.69
Beta (against Standard Index)0.970.93
Mean Annual Return0.670.79
R-squared (against Standard Index)59.9166.54
Standard Deviation21.1919.35
Sharpe Ratio0.380.49
Treynor Ratio6.068.53
10 Years
Alpha (against Standard Index)N/A3.89
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A1.15
R-squared (against Standard Index)N/A69.35
Standard DeviationN/A24.62
Sharpe RatioN/A0.50
Treynor RatioN/A9.00