ING Invesco Comstock Portfolio

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.1
Mean 1.2
Sharpe Ratio 1.02
Bear Market Decile Rank 67

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 96.38 97.76
Beta 1.11 1.06
Alpha -1.4 -0.45