| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
4
1
4
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 8.07 |
| Mean | 0.87 |
| Sharpe Ratio | 1.28 |
| Bear Market Decile Rank | 32 |
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 | 5.6 | 63.52 |
| Beta | 0.79 | 0.23 |
| Alpha | 6.17 | 8.95 |
