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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.


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.

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Key characteristics

Returns By Period


^HSI

YTD

16.31%

1M

9.06%

6M

19.19%

1Y

19.33%

3Y*

4.04%

5Y*

-0.89%

10Y*

-1.80%

AACFX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Hang Seng Index

Invesco Greater China Fund

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 7474
Overall Rank
The Sharpe Ratio Rank of ^HSI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 8585
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 5252
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 7070
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.



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Drawdowns

^HSI vs. AACFX - Drawdown Comparison


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Volatility

^HSI vs. AACFX - Volatility Comparison


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