| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
1
1
1
4
2
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 14.0 |
| Mean | 1.08 |
| Sharpe Ratio | 0.92 |
| Bear Market Decile Rank | 94 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Barclays US Government Long TR USD |
|
|---|---|---|
| R-Squared | 17.29 | 33.44 |
| Beta | -2.13 | -0.63 |
| Alpha | 22.31 | 18.72 |
