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 STI Down1.77%

Invesco Developing Markets Y (GTDYX)

35.20 Down 0.09(0.26%) 25 May


Risk as of Feb 28, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up3
Number of Years Down1
Best 1 Yr Total Return(Dec 31, 2009):83.99%
Worst 1Yr Total Return(Dec 31, 2011):-11.14%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGTDYXCategory
Alpha (against Standard Index)5.36-3.16
Beta (against Standard Index)0.760.93
Mean Annual Return0.990.44
R-squared (against Standard Index)75.2976.20
Standard Deviation17.2420.80
Sharpe Ratio0.680.26
Treynor Ratio14.233.68
5 Years
StatisticGTDYXCategory
Alpha (against Standard Index)6.271.10
Beta (against Standard Index)0.971.12
Mean Annual Return0.640.26
R-squared (against Standard Index)81.2683.97
Standard Deviation25.0728.46
Sharpe Ratio0.300.10
Treynor Ratio4.36-1.00
10 Years
StatisticGTDYXCategory
Alpha (against Standard Index)9.095.23
Beta (against Standard Index)1.051.15
Mean Annual Return1.691.42
R-squared (against Standard Index)77.2280.81
Standard Deviation22.0223.28
Sharpe Ratio0.840.66
Treynor Ratio16.7411.90