Skip to search.

Breaking News Visit Yahoo! News for the latest.

×Close this window

 Dow Down1.35% Nasdaq Down1.12%

Invesco Value Opp R (VVORX)

12.33 Down 0.15(1.20%) Jun 19


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up1
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2012):17.41%
Worst 1 Yr Total Return(Dec 30, 2012):17.41%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVVORXCategory
Alpha (against Standard Index)-2.73-1.64
Beta (against Standard Index)1.031.02
Mean Annual Return0.960.98
R-squared (against Standard Index)94.8495.49
Standard Deviation16.0615.63
Sharpe Ratio0.710.77
Treynor Ratio10.3611.25
5 Years
StatisticVVORXCategory
Alpha (against Standard Index)-1.93-1.15
Beta (against Standard Index)1.061.02
Mean Annual Return0.420.49
R-squared (against Standard Index)91.2995.41
Standard Deviation20.8619.64
Sharpe Ratio0.230.29
Treynor Ratio2.463.79
10 Years
StatisticVVORXCategory
Alpha (against Standard Index)-1.03-0.06
Beta (against Standard Index)1.051.01
Mean Annual Return0.700.72
R-squared (against Standard Index)88.9793.54
Standard Deviation16.5115.26
Sharpe Ratio0.400.46
Treynor Ratio5.256.10