Invesco Small Cap Value

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 21.24
Mean 1.52
Sharpe Ratio 0.86
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 86.2 95.01
Beta 1.58 1.27
Alpha -4.2 -0.63