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Invesco China R5 (IACFX)

19.07 Up 0.14(0.74%) Oct 17

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up5
Number of Years Down2
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)-2.491.22
Beta (against Standard Index)0.960.92
Mean Annual Return0.771.03
R-squared (against Standard Index)54.9066.53
Standard Deviation18.6516.20
Sharpe Ratio0.490.77
Treynor Ratio8.0812.88
5 Years
Alpha (against Standard Index)-1.930.05
Beta (against Standard Index)0.970.92
Mean Annual Return0.420.56
R-squared (against Standard Index)61.3568.36
Standard Deviation20.4218.44
Sharpe Ratio0.240.37
Treynor Ratio3.035.60
10 Years
Alpha (against Standard Index)N/A3.85
Beta (against Standard Index)N/A1.08
Mean Annual ReturnN/A1.09
R-squared (against Standard Index)N/A69.47
Standard DeviationN/A24.68
Sharpe RatioN/A0.47
Treynor RatioN/A8.28