| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
2
4
3
5
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
---
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 3.59 |
| Mean | 0.43 |
| Sharpe Ratio | 1.4 |
| Bear Market Decile Rank | 86 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Barclays US Treasury US TIPS TR USD |
|
|---|---|---|
| R-Squared | 35.59 | 79.44 |
| Beta | 0.78 | 0.63 |
| Alpha | 1.54 | 1.09 |
