• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.16% Nasdaq Down0.08%

    Invesco Global Health Care B (GTHBX)

    37.17 Up 0.06(0.16%) Jul 2

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up18
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2000):51.34%
    Worst 1 Yr Total Return(Dec 30, 2008):-28.90%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticGTHBXCategory
    Alpha (against Standard Index)14.9519.83
    Beta (against Standard Index)0.740.68
    Mean Annual Return2.182.50
    R-squared (against Standard Index)39.8626.07
    Standard Deviation10.2512.60
    Sharpe Ratio2.542.46
    Treynor Ratio38.9850.30
    5 Years
    StatisticGTHBXCategory
    Alpha (against Standard Index)11.3115.74
    Beta (against Standard Index)0.700.68
    Mean Annual Return1.641.99
    R-squared (against Standard Index)60.3347.25
    Standard Deviation12.2213.78
    Sharpe Ratio1.611.74
    Treynor Ratio29.7437.99
    10 Years
    StatisticGTHBXCategory
    Alpha (against Standard Index)5.428.61
    Beta (against Standard Index)0.670.65
    Mean Annual Return0.931.19
    R-squared (against Standard Index)65.8452.01
    Standard Deviation13.5715.10
    Sharpe Ratio0.720.85
    Treynor Ratio14.0319.42