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    Invesco Global Health Care Y (GGHYX)

    34.36 Down 0.64(1.83%) May 4

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up7
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):42.88%
    Worst 1 Yr Total Return(Dec 30, 2015):3.23%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)5.5710.24
    Beta (against Standard Index)0.900.90
    Mean Annual Return0.931.31
    R-squared (against Standard Index)51.5841.80
    Standard Deviation15.1717.60
    Sharpe Ratio0.730.94
    Treynor Ratio11.4316.98
    5 Years
    Alpha (against Standard Index)8.0211.59
    Beta (against Standard Index)0.830.79
    Mean Annual Return1.091.37
    R-squared (against Standard Index)59.7548.94
    Standard Deviation14.6915.98
    Sharpe Ratio0.881.04
    Treynor Ratio15.1420.36
    10 Years
    Alpha (against Standard Index)4.346.88
    Beta (against Standard Index)0.700.68
    Mean Annual Return0.710.91
    R-squared (against Standard Index)64.1252.51
    Standard Deviation14.9216.40
    Sharpe Ratio0.500.61
    Treynor Ratio9.3413.14