| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
3
4
5
5
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 15.19 |
| Mean | 0.65 |
| Sharpe Ratio | 0.51 |
| Bear Market Decile Rank | 20 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI World NR USD |
Best Fit Index Russell 2000 Value TR USD |
|
|---|---|---|
| R-Squared | 70.72 | 90.6 |
| Beta | 0.76 | 0.74 |
| Alpha | -0.27 | -0.4 |
