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    Invesco Global Health Care Invstor (GTHIX)

    31.51 Up 0.53(1.71%) Feb 12

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):42.53%
    Worst 1 Yr Total Return(Dec 30, 2008):-28.36%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)8.6813.68
    Beta (against Standard Index)0.990.99
    Mean Annual Return1.091.51
    R-squared (against Standard Index)54.5744.57
    Standard Deviation15.1317.61
    Sharpe Ratio0.861.07
    Treynor Ratio12.7418.14
    5 Years
    Alpha (against Standard Index)9.5013.20
    Beta (against Standard Index)0.850.82
    Mean Annual Return1.161.46
    R-squared (against Standard Index)60.8550.23
    Standard Deviation14.5815.88
    Sharpe Ratio0.951.12
    Treynor Ratio16.0421.33
    10 Years
    Alpha (against Standard Index)4.597.21
    Beta (against Standard Index)0.710.69
    Mean Annual Return0.710.92
    R-squared (against Standard Index)64.2652.68
    Standard Deviation14.8616.35
    Sharpe Ratio0.490.60
    Treynor Ratio9.1413.01