| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
2
1
3
2
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.94 |
| Mean | 0.52 |
| Sharpe Ratio | 0.31 |
| Bear Market Decile Rank | 39 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI World NR USD |
Best Fit Index DJ US Financial TR USD |
|
|---|---|---|
| R-Squared | 88.78 | 97.64 |
| Beta | 1.12 | 1.01 |
| Alpha | -5.62 | -3.62 |
