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    Invesco China R5 (IACFX)

    24.11 Down 0.58(2.35%) May 28

    Risk as of Apr 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)4.586.07
    Beta (against Standard Index)0.880.82
    Mean Annual Return1.051.14
    R-squared (against Standard Index)36.3048.67
    Standard Deviation18.4215.22
    Sharpe Ratio0.680.90
    Treynor Ratio13.1616.23
    5 Years
    StatisticIACFXCategory
    Alpha (against Standard Index)1.262.51
    Beta (against Standard Index)0.950.91
    Mean Annual Return0.680.76
    R-squared (against Standard Index)56.3164.42
    Standard Deviation20.7418.56
    Sharpe Ratio0.390.49
    Treynor Ratio6.398.46
    10 Years
    StatisticIACFXCategory
    Alpha (against Standard Index)N/A5.46
    Beta (against Standard Index)N/A1.09
    Mean Annual ReturnN/A1.16
    R-squared (against Standard Index)N/A68.75
    Standard DeviationN/A24.79
    Sharpe RatioN/A0.51
    Treynor RatioN/A9.15