| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
5
5
3
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
The fund's Value Line Risk Rank, a measure of volatility, is 2 on a scale of 1 to 5, with 1 being the least volatile and 5 the most.
Value Line 2013-06-11
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 2.39 |
| Mean | 0.34 |
| Sharpe Ratio | 1.66 |
| Bear Market Decile Rank | 41 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Barclays US MBS TR USD |
|
|---|---|---|
| R-Squared | 79.09 | 95.98 |
| Beta | 0.78 | 1.21 |
| Alpha | 0.51 | 0.2 |
