| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
3
3
2
2
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.02 |
| Mean | 0.67 |
| Sharpe Ratio | 0.44 |
| Bear Market Decile Rank | 62 |
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 | 74.19 | 90.73 |
| Beta | 1.0 | 0.85 |
| Alpha | -5.74 | -4.06 |
