| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
4
2
1
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 13.96 |
| Mean | 0.27 |
| Sharpe Ratio | 0.23 |
| Bear Market Decile Rank | 53 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Morningstar Long-Only Commodity TR |
Best Fit Index DJ UBS Commodity TR USD |
|
|---|---|---|
| R-Squared | 86.12 | 89.29 |
| Beta | 0.75 | 0.77 |
| Alpha | -3.89 | 1.0 |
