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    Invesco Global Health Care B (GTHBX)

    23.41 Down 0.52(2.17%) Feb 5

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up19
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):41.45%
    Worst 1 Yr Total Return(Dec 30, 2008):-28.90%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)7.9318.41
    Beta (against Standard Index)0.980.84
    Mean Annual Return1.032.10
    R-squared (against Standard Index)54.5239.75
    Standard Deviation15.1215.45
    Sharpe Ratio0.811.66
    Treynor Ratio11.9031.91
    5 Years
    Alpha (against Standard Index)8.7415.34
    Beta (against Standard Index)0.850.74
    Mean Annual Return1.101.70
    R-squared (against Standard Index)60.7948.18
    Standard Deviation14.5614.41
    Sharpe Ratio0.901.42
    Treynor Ratio15.0628.47
    10 Years
    Alpha (against Standard Index)3.848.18
    Beta (against Standard Index)0.700.66
    Mean Annual Return0.641.05
    R-squared (against Standard Index)64.2752.53
    Standard Deviation14.8415.69
    Sharpe Ratio0.440.73
    Treynor Ratio8.0016.34