| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
4
2
5
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 14.4 |
| Mean | 0.62 |
| Sharpe Ratio | 0.51 |
| Bear Market Decile Rank | 48 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index MSCI World NR USD |
|
|---|---|---|
| R-Squared | 92.83 | 93.34 |
| Beta | 0.92 | 0.83 |
| Alpha | -4.74 | -1.34 |
