| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
2
5
3
2
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 14.8 |
| Mean | 0.92 |
| Sharpe Ratio | 0.74 |
| Bear Market Decile Rank | 36 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index Russell 1000 Value TR USD |
|
|---|---|---|
| R-Squared | 98.23 | 98.33 |
| Beta | 0.98 | 0.94 |
| Alpha | -1.91 | -1.13 |
