Invesco Small Cap Value

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 21.26
Mean 1.48
Sharpe Ratio 0.83
Bear Market Decile Rank 93

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 86.6 95.02
Beta 1.59 1.27
Alpha -5.25 -0.13