| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
1
5
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E
(Sell)
|
Risk
The fund's Value Line Risk Rank, a measure of volatility, is 3 on a scale of 1 to 5, with 1 being the least volatile and 5 the most.
Value Line 2013-03-12
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.61 |
| Mean | 0.07 |
| Sharpe Ratio | 0.04 |
| Bear Market Decile Rank | 62 |
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 | 94.76 | 99.95 |
| Beta | 0.96 | 1.0 |
| Alpha | -6.02 | -0.47 |
