| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
2
2
4
3
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 16.8 |
| Mean | 0.32 |
| Sharpe Ratio | 0.22 |
| Bear Market Decile Rank | 69 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI World NR USD |
Best Fit Index Morningstar Lifetime Moderate 2030 |
|
|---|---|---|
| R-Squared | 86.37 | 87.07 |
| Beta | 0.93 | 1.14 |
| Alpha | -6.05 | -8.7 |
