| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
3
3
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 17.22 |
| Mean | 0.94 |
| Sharpe Ratio | 0.65 |
| Bear Market Decile Rank | 69 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI World NR USD |
Best Fit Index Morningstar SEC/Industrials TR USD |
|
|---|---|---|
| R-Squared | 82.57 | 89.49 |
| Beta | 1.01 | 0.91 |
| Alpha | -2.65 | -4.26 |
