| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
1
2
1
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 14.77 |
| Mean | 0.47 |
| Sharpe Ratio | 0.37 |
| Bear Market Decile Rank | 67 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI World NR USD |
Best Fit Index Morningstar Lifetime Moderate 2020 |
|
|---|---|---|
| R-Squared | 80.32 | 81.74 |
| Beta | 0.79 | 1.29 |
| Alpha | -2.78 | -7.2 |
