| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
2
5
3
2
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
B+
(Buy)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 13.72 |
| Mean | 1.25 |
| Sharpe Ratio | 1.08 |
| Bear Market Decile Rank | 34 |
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 | 97.87 | 98.1 |
| Beta | 0.97 | 0.93 |
| Alpha | -1.18 | -0.4 |
