| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
2
3
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 21.3 |
| Mean | 0.61 |
| Sharpe Ratio | 0.34 |
| Bear Market Decile Rank | 79 |
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 | 79.33 | 96.41 |
| Beta | 1.22 | 1.04 |
| Alpha | -9.45 | -7.34 |
