| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
---
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 13.6 |
| Mean | 1.11 |
| Sharpe Ratio | 0.98 |
| Bear Market Decile Rank | 12 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI World NR USD |
Best Fit Index Morningstar Moderately Aggr Target Risk |
|
|---|---|---|
| R-Squared | 90.18 | 91.46 |
| Beta | 0.83 | 1.05 |
| Alpha | 1.9 | 0.03 |
