Invesco Gold & Precious Metals Fund

Scorecard
4 / 5 Stars
Lipper
4 4 1 2 4
Zacks Investment Research
2 (Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
E- (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 29.28
Mean -1.56
Sharpe Ratio -0.64
Bear Market Decile Rank 68

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
NYSE Arca Gold Miners PR USD
R-Squared 11.86 94.68
Beta 0.69 0.94
Alpha -24.98 2.83