| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
4
4
4
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 13.76 |
| Mean | 1.16 |
| Sharpe Ratio | 1.0 |
| Bear Market Decile Rank | 40 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Russell 1000 Value TR USD |
|
|---|---|---|
| R-Squared | 97.94 | 98.08 |
| Beta | 0.97 | 0.93 |
| Alpha | -2.26 | -1.48 |
