Invesco Gold & Precious Metals Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 29.4
Mean -1.47
Sharpe Ratio -0.6
Bear Market Decile Rank 59

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 11.87 94.79
Beta 0.7 0.94
Alpha -23.94 4.0