| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
4
4
2
4
|
|
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 | 15.23 |
| Mean | 1.31 |
| Sharpe Ratio | 1.03 |
| Bear Market Decile Rank | 58 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Morningstar US Market TR USD |
|
|---|---|---|
| R-Squared | 97.29 | 97.49 |
| Beta | 1.07 | 1.03 |
| Alpha | -2.09 | -1.68 |
