| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
2
1
1
5
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.78 |
| Mean | 0.8 |
| Sharpe Ratio | 0.51 |
| Bear Market Decile Rank | 55 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI World NR USD |
Best Fit Index DJ US Financial TR USD |
|
|---|---|---|
| R-Squared | 86.84 | 98.32 |
| Beta | 1.13 | 1.0 |
| Alpha | -5.85 | -4.63 |
