| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
4
1
2
5
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 8.71 |
| Mean | 0.92 |
| Sharpe Ratio | 1.25 |
| Bear Market Decile Rank | 30 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Citi ESBI Capped Brady USD |
|
|---|---|---|
| R-Squared | 4.29 | 64.14 |
| Beta | 0.74 | 0.25 |
| Alpha | 6.96 | 9.4 |
