| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
1
2
2
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
1 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.08 |
| Mean | 0.78 |
| Sharpe Ratio | 0.54 |
| Bear Market Decile Rank | 90 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index Morningstar Moderately Aggr Target Risk |
|
|---|---|---|
| R-Squared | 95.56 | 97.77 |
| Beta | 1.11 | 1.28 |
| Alpha | -5.28 | -3.7 |
