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    Invesco Greater China R5 (IACFX)

    21.51 Up 0.09(0.42%) Jul 31

    Risk as of Jun 29, 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
    StatisticIACFXCategory
    Alpha (against Standard Index)5.515.27
    Beta (against Standard Index)0.930.90
    Mean Annual Return1.201.16
    R-squared (against Standard Index)30.6644.43
    Standard Deviation17.3514.28
    Sharpe Ratio0.830.97
    Treynor Ratio14.7715.27
    5 Years
    StatisticIACFXCategory
    Alpha (against Standard Index)-0.011.56
    Beta (against Standard Index)0.980.93
    Mean Annual Return0.710.80
    R-squared (against Standard Index)56.2163.53
    Standard Deviation20.5618.28
    Sharpe Ratio0.410.52
    Treynor Ratio6.688.89
    10 Years
    StatisticIACFXCategory
    Alpha (against Standard Index)N/A5.21
    Beta (against Standard Index)N/A1.05
    Mean Annual ReturnN/A1.06
    R-squared (against Standard Index)N/A69.66
    Standard DeviationN/A23.86
    Sharpe RatioN/A0.48
    Treynor RatioN/A8.51