| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
5
5
2
2
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 2.34 |
| Mean | 0.32 |
| Sharpe Ratio | 1.59 |
| Bear Market Decile Rank | 42 |
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 | 74.8 | 96.36 |
| Beta | 0.74 | 1.19 |
| Alpha | 0.43 | 0.03 |
