• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.13% Nasdaq Up0.14%

    Invesco Gold & Precious Metals Invstor (FGLDX)

    5.87 Up 0.15(2.62%) Jul 29

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up14
    Number of Years Down17
    Best 1 Yr Total Return(Dec 30, 2002):59.65%
    Worst 1 Yr Total Return(Dec 30, 2013):-45.26%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFGLDXCategory
    Alpha (against Standard Index)10.9013.63
    Beta (against Standard Index)0.440.38
    Mean Annual Return1.151.35
    R-squared (against Standard Index)1.671.34
    Standard Deviation40.5041.60
    Sharpe Ratio0.340.39
    Treynor Ratio14.1425.38
    5 Years
    StatisticFGLDXCategory
    Alpha (against Standard Index)-7.84-8.30
    Beta (against Standard Index)0.660.60
    Mean Annual Return-0.31-0.38
    R-squared (against Standard Index)5.844.69
    Standard Deviation37.1338.43
    Sharpe Ratio-0.10-0.12
    Treynor Ratio-15.04-19.24
    10 Years
    StatisticFGLDXCategory
    Alpha (against Standard Index)3.092.44
    Beta (against Standard Index)0.790.82
    Mean Annual Return0.650.60
    R-squared (against Standard Index)14.0213.79
    Standard Deviation35.9337.96
    Sharpe Ratio0.190.17
    Treynor Ratio0.47-0.91