| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
4
1
2
3
|
|
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 | 19.59 |
| Mean | 0.75 |
| Sharpe Ratio | 0.45 |
| Bear Market Decile Rank | 51 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI World NR USD |
Best Fit Index DJ US Financial TR USD |
|
|---|---|---|
| R-Squared | 91.66 | 98.53 |
| Beta | 1.12 | 1.0 |
| Alpha | -2.9 | -0.79 |
