VY Invesco Comstock Portfolio

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.82
Mean 1.38
Sharpe Ratio 1.19
Bear Market Decile Rank 67

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 96.06 97.8
Beta 1.1 1.05
Alpha -1.3 -0.83