| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
3
1
4
4
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 22.92 |
| Mean | 0.8 |
| Sharpe Ratio | 0.42 |
| Bear Market Decile Rank | 65 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI World NR USD |
Best Fit Index DJ US Financial TR USD |
|
|---|---|---|
| R-Squared | 79.67 | 91.53 |
| Beta | 1.32 | 1.18 |
| Alpha | -8.5 | -7.2 |
