Invesco Small Cap Value

Scorecard
4 / 5 Stars
Lipper
5 5 2 4 2
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 21.25
Mean 1.5
Sharpe Ratio 0.84
Bear Market Decile Rank 93

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 86.26 95.06
Beta 1.58 1.27
Alpha -4.46 -0.89