VY Columbia Small Cap Value II Portfolio

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.24
Mean 1.27
Sharpe Ratio 0.88
Bear Market Decile Rank 85

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 86.98 97.89
Beta 1.31 1.04
Alpha -6.02 -1.08