| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
4
5
3
1
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 2.61 |
| Mean | 0.27 |
| Sharpe Ratio | 1.2 |
| Bear Market Decile Rank | 75 |
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 | 74.49 | 83.81 |
| Beta | 0.83 | 1.24 |
| Alpha | -0.54 | -0.72 |
