VY Invesco Comstock Portfolio

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.83
Mean 1.36
Sharpe Ratio 1.18
Bear Market Decile Rank 69

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 96.0 97.66
Beta 1.1 1.05
Alpha -1.52 -1.04