Invesco Small Cap Value

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 21.21
Mean 1.44
Sharpe Ratio 0.81
Bear Market Decile Rank 95

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 86.36 95.06
Beta 1.58 1.27
Alpha -5.18 -1.61