| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
5
1
4
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.98 |
| Mean | 0.54 |
| Sharpe Ratio | 0.34 |
| Bear Market Decile Rank | 46 |
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 | 92.23 | 97.76 |
| Beta | 1.02 | 1.07 |
| Alpha | -0.83 | 5.07 |
