| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
---
|
|
TheStreet.com
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|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 9.46 |
| Mean | 0.84 |
| Sharpe Ratio | 1.06 |
| Bear Market Decile Rank | 90 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Morningstar Moderate Target Risk |
Best Fit Index Morningstar Large Value TR USD |
|
|---|---|---|
| R-Squared | 88.54 | 90.26 |
| Beta | 0.91 | 0.6 |
| Alpha | 1.86 | 2.63 |
