Invesco Balanced Risk Commodity Strat Fd

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.67
Mean -0.35
Sharpe Ratio -0.24
Bear Market Decile Rank 13

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
Morningstar Long-Only Commodity TR
R-Squared 84.12 84.12
Beta 1.09 1.09
Alpha -5.31 -5.31

See Also:

Top Invesco Funds