| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
1
1
1
5
3
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 14.0 |
| Mean | -0.03 |
| Sharpe Ratio | -0.03 |
| Bear Market Decile Rank | 6 |
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 | 75.89 | 79.4 |
| Beta | 0.68 | 0.71 |
| Alpha | -5.27 | -1.31 |
