| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
1
5
2
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.39 |
| Mean | 0.63 |
| Sharpe Ratio | 0.41 |
| Bear Market Decile Rank | 32 |
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 | 90.29 | 96.91 |
| Beta | 1.02 | 1.06 |
| Alpha | -2.03 | 4.53 |
