Great-West Invesco Small Cap Value Fund

Class Other (MXSVX)
Scorecard
4 / 5 Stars
Lipper
5 5 3 2 1
Zacks Investment Research
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Standard & Poor's
4 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.48
Mean 1.34
Sharpe Ratio 0.97
Bear Market Decile Rank 50

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 88.03 95.53
Beta 1.26 0.99
Alpha -4.31 1.21