| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
5
1
5
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 14.81 |
| Mean | 0.83 |
| Sharpe Ratio | 0.67 |
| Bear Market Decile Rank | 43 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index Morningstar Large Cap TR USD |
|
|---|---|---|
| R-Squared | 99.33 | 99.43 |
| Beta | 0.98 | 0.99 |
| Alpha | -3.0 | -3.12 |
