| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
1
1
1
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 7.69 |
| Mean | 0.47 |
| Sharpe Ratio | 0.72 |
| Bear Market Decile Rank | 78 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 13.28 | 78.66 |
| Beta | -1.16 | 0.4 |
| Alpha | 11.72 | 1.67 |
