| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
2
4
1
3
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 14.52 |
| Mean | 0.27 |
| Sharpe Ratio | 0.22 |
| Bear Market Decile Rank | 23 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI World NR USD |
Best Fit Index Morningstar SEC/Financial Svc TR USD |
|
|---|---|---|
| R-Squared | 62.67 | 79.17 |
| Beta | 0.69 | 0.62 |
| Alpha | -4.07 | -2.35 |
