Invesco Equally-Weighted S&P 500

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.32
Mean 1.24
Sharpe Ratio 1.03
Bear Market Decile Rank 77

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 96.8 98.65
Beta 1.13 0.95
Alpha -1.2 0.09