Great-West Invesco Small Cap Value Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.52
Mean 1.22
Sharpe Ratio 0.88
Bear Market Decile Rank 51

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 89.99 95.79
Beta 1.26 0.96
Alpha -3.22 0.26