| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
2
5
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 15.55 |
| Mean | -0.62 |
| Sharpe Ratio | -0.48 |
| Bear Market Decile Rank | 97 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Morningstar Long-Only Commodity TR |
Best Fit Index Morningstar Long-Only Commodity TR |
|
|---|---|---|
| R-Squared | 33.59 | 33.59 |
| Beta | 0.5 | 0.5 |
| Alpha | -11.13 | -11.13 |
