| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
4
2
2
4
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.96 |
| Mean | 0.96 |
| Sharpe Ratio | 0.57 |
| Bear Market Decile Rank | 37 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI World NR USD |
Best Fit Index Morningstar SEC/Financial Svc TR USD |
|
|---|---|---|
| R-Squared | 74.98 | 97.95 |
| Beta | 1.11 | 0.98 |
| Alpha | -3.8 | -2.37 |
