| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
2
2
1
5
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.71 |
| Mean | 0.92 |
| Sharpe Ratio | 0.53 |
| Bear Market Decile Rank | 23 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI World NR USD |
Best Fit Index Morningstar SEC/Industrials TR USD |
|
|---|---|---|
| R-Squared | 67.06 | 85.44 |
| Beta | 1.02 | 1.02 |
| Alpha | 0.3 | -2.21 |
