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    Invesco China R5 (IACFX)

    19.80 Down 0.22(1.10%) Jan 30

    Risk as of Dec 30, 2014Get 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)1.143.25
    Beta (against Standard Index)0.880.84
    Mean Annual Return0.790.94
    R-squared (against Standard Index)43.1057.58
    Standard Deviation17.3214.55
    Sharpe Ratio0.540.77
    Treynor Ratio9.3712.78
    5 Years
    StatisticIACFXCategory
    Alpha (against Standard Index)-1.980.08
    Beta (against Standard Index)0.950.91
    Mean Annual Return0.290.44
    R-squared (against Standard Index)60.6867.99
    Standard Deviation20.1318.24
    Sharpe Ratio0.170.29
    Treynor Ratio1.394.11
    10 Years
    StatisticIACFXCategory
    Alpha (against Standard Index)N/A4.91
    Beta (against Standard Index)N/A1.09
    Mean Annual ReturnN/A1.02
    R-squared (against Standard Index)N/A69.47
    Standard DeviationN/A24.62
    Sharpe RatioN/A0.44
    Treynor RatioN/A7.38