Invesco Senior Loan Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 4.7
Mean 0.59
Sharpe Ratio 1.5
Bear Market Decile Rank 92

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Credit Suisse HY USD
R-Squared 0.83 64.59
Beta -0.15 0.63
Alpha 7.63 1.53