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^HSI vs. AACFX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^HSI and AACFX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

^HSI vs. AACFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hang Seng Index (^HSI) and Invesco Greater China Fund (AACFX). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
33.79%
111.91%
^HSI
AACFX

Key characteristics

Returns By Period


^HSI

YTD

9.58%

1M

-6.78%

6M

6.75%

1Y

24.53%

5Y*

-2.02%

10Y*

-2.59%

AACFX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^HSI vs. AACFX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 9090
Overall Rank
The Sharpe Ratio Rank of ^HSI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 8787
Martin Ratio Rank

AACFX
The Risk-Adjusted Performance Rank of AACFX is 5353
Overall Rank
The Sharpe Ratio Rank of AACFX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of AACFX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of AACFX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of AACFX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of AACFX is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^HSI vs. AACFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) and Invesco Greater China Fund (AACFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for ^HSI, currently valued at 0.87, compared to the broader market-0.500.000.501.001.50
^HSI: 0.87
AACFX: 0.34
The chart of Sortino ratio for ^HSI, currently valued at 1.25, compared to the broader market-1.00-0.500.000.501.001.502.00
^HSI: 1.25
AACFX: 0.64
The chart of Omega ratio for ^HSI, currently valued at 1.19, compared to the broader market0.901.001.101.201.30
^HSI: 1.19
AACFX: 1.09
The chart of Calmar ratio for ^HSI, currently valued at 0.50, compared to the broader market-0.500.000.501.00
^HSI: 0.50
AACFX: 0.14
The chart of Martin ratio for ^HSI, currently valued at 2.33, compared to the broader market0.002.004.006.00
^HSI: 2.33
AACFX: 0.55


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.87
0.34
^HSI
AACFX

Drawdowns

^HSI vs. AACFX - Drawdown Comparison


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%NovemberDecember2025FebruaryMarchApril
-33.18%
-45.81%
^HSI
AACFX

Volatility

^HSI vs. AACFX - Volatility Comparison

Hang Seng Index (^HSI) has a higher volatility of 15.67% compared to Invesco Greater China Fund (AACFX) at 0.00%. This indicates that ^HSI's price experiences larger fluctuations and is considered to be riskier than AACFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.67%
0
^HSI
AACFX