Target Mortgage Backed Securities Portfolio

Class T (TGMBX)
Scorecard
5 / 5 Stars
Lipper
4 4 5 1 3
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 2.54
Mean 0.23
Sharpe Ratio 1.08
Bear Market Decile Rank 62

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays US MBS TR USD
R-Squared 77.95 92.73
Beta 0.81 1.09
Alpha -0.16 -0.24