| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
1
4
4
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.76 |
| Mean | 1.03 |
| Sharpe Ratio | 0.74 |
| Bear Market Decile Rank | 87 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Russell 3000 TR USD |
|
|---|---|---|
| R-Squared | 97.49 | 98.0 |
| Beta | 1.18 | 1.13 |
| Alpha | -7.22 | -6.4 |
