| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 30.71 |
| Mean | -1.0 |
| Sharpe Ratio | -0.4 |
| Bear Market Decile Rank | 75 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI World NR USD |
Best Fit Index |
|
|---|---|---|
| R-Squared | 10.91 | |
| Beta | 0.65 | |
| Alpha | -21.06 |
