| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
2
1
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 23.81 |
| Mean | 0.99 |
| Sharpe Ratio | 0.5 |
| Bear Market Decile Rank | 94 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI World NR USD |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 93.25 | 93.59 |
| Beta | 1.48 | 1.45 |
| Alpha | -8.46 | -6.76 |
