| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
2
1
3
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.2 |
| Mean | 0.83 |
| Sharpe Ratio | 0.49 |
| Bear Market Decile Rank | 1 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index DJ UBS Sub Industrial Metals TR USD |
|
|---|---|---|
| R-Squared | 58.08 | 69.63 |
| Beta | 0.79 | 0.69 |
| Alpha | 2.75 | 14.27 |
