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    Invesco Greater China R5 (IACFX)

    20.83 Down 0.31(1.47%) Nov 27

    Risk as of Oct 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)3.241.91
    Beta (against Standard Index)0.960.99
    Mean Annual Return0.700.60
    R-squared (against Standard Index)40.0551.19
    Standard Deviation18.7417.28
    Sharpe Ratio0.440.40
    Treynor Ratio7.115.88
    5 Years
    Alpha (against Standard Index)-1.26-0.82
    Beta (against Standard Index)0.980.95
    Mean Annual Return0.200.23
    R-squared (against Standard Index)53.4960.26
    Standard Deviation20.6218.92
    Sharpe Ratio0.110.14
    Treynor Ratio0.230.93
    10 Years
    Alpha (against Standard Index)N/A5.49
    Beta (against Standard Index)N/A1.06
    Mean Annual ReturnN/A0.98
    R-squared (against Standard Index)N/A69.54
    Standard DeviationN/A24.48
    Sharpe RatioN/A0.43
    Treynor RatioN/A7.31