Invesco Small Cap Value

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 20.93
Mean 1.62
Sharpe Ratio 0.93
Bear Market Decile Rank 93

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 85.53 93.2
Beta 1.58 1.23
Alpha -6.07 0.18

See Also:

Top Invesco Funds