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Invesco Intl Core Equity R5 (IBVIX)

11.54 Up 0.03(0.26%) Apr 17
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Risk as of Mar 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up7
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):31.24%
Worst 1 Yr Total Return(Dec 30, 2008):-39.36%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIBVIXCategory
Alpha (against Standard Index)-0.612.01
Beta (against Standard Index)0.940.96
Mean Annual Return0.380.61
R-squared (against Standard Index)95.7893.02
Standard Deviation16.3016.81
Sharpe Ratio0.280.44
Treynor Ratio3.426.44
5 Years
StatisticIBVIXCategory
Alpha (against Standard Index)-2.06-0.08
Beta (against Standard Index)0.970.99
Mean Annual Return1.141.33
R-squared (against Standard Index)96.5094.04
Standard Deviation18.5118.99
Sharpe Ratio0.740.84
Treynor Ratio12.9915.38
10 Years
StatisticIBVIXCategory
Alpha (against Standard Index)-1.31-0.76
Beta (against Standard Index)0.920.96
Mean Annual Return0.570.64
R-squared (against Standard Index)94.8793.75
Standard Deviation17.8118.84
Sharpe Ratio0.290.33
Treynor Ratio4.054.71