| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 15.73 |
| Mean | 0.99 |
| Sharpe Ratio | 0.75 |
| Bear Market Decile Rank | 69 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index |
|
|---|---|---|
| R-Squared | 94.92 | |
| Beta | 1.09 | |
| Alpha | -6.25 |
