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    Invesco China R5 (IACFX)

    24.71 Up 0.13(0.53%) Apr 24

    Risk as of Mar 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)2.554.17
    Beta (against Standard Index)0.740.72
    Mean Annual Return0.650.77
    R-squared (against Standard Index)33.9949.43
    Standard Deviation15.9313.00
    Sharpe Ratio0.480.71
    Treynor Ratio8.9412.20
    5 Years
    Alpha (against Standard Index)-1.080.94
    Beta (against Standard Index)0.910.88
    Mean Annual Return0.370.52
    R-squared (against Standard Index)57.9765.74
    Standard Deviation19.4517.64
    Sharpe Ratio0.220.36
    Treynor Ratio2.705.54
    10 Years
    Alpha (against Standard Index)N/A5.16
    Beta (against Standard Index)N/A1.08
    Mean Annual ReturnN/A1.06
    R-squared (against Standard Index)N/A68.72
    Standard DeviationN/A24.51
    Sharpe RatioN/A0.46
    Treynor RatioN/A8.08