ING Invesco Comstock Portfolio

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.13
Mean 1.16
Sharpe Ratio 0.98
Bear Market Decile Rank 70

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 96.33 97.7
Beta 1.11 1.06
Alpha -1.91 -0.96