Invesco Equally-Weighted S&P 500

Scorecard
4 / 5 Stars
Lipper
5 5 4 5 2
Zacks Investment Research
3 (Hold)
Standard & Poor's
4 / 5 Stars
TheStreet.com
B (Buy)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 14.32
Mean 1.23
Sharpe Ratio 1.03
Bear Market Decile Rank 77

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 96.9 98.72
Beta 1.13 0.95
Alpha -1.58 0.74