Invesco Endeavor Fund

Scorecard
5 / 5 Stars
Lipper
4 2 4 1 2
Zacks Investment Research
4 (Sell)
Standard & Poor's
2 / 5 Stars
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 13.81
Mean 1.11
Sharpe Ratio 0.96
Bear Market Decile Rank 15

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 79.06 83.44
Beta 0.98 0.78
Alpha -1.02 2.91