| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.15 |
| Mean | 0.07 |
| Sharpe Ratio | 0.04 |
| Bear Market Decile Rank | 45 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Morningstar Long-Only Commodity TR |
Best Fit Index DJ UBS Commodity TR USD |
|
|---|---|---|
| R-Squared | 95.2 | 99.63 |
| Beta | 0.94 | 0.98 |
| Alpha | -5.89 | -0.46 |
