ING Invesco Comstock Portfolio

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.11
Mean 1.18
Sharpe Ratio 1.0
Bear Market Decile Rank 69

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 96.34 97.67
Beta 1.11 1.06
Alpha -1.64 -0.69