| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.67 |
| Mean | 0.91 |
| Sharpe Ratio | 0.65 |
| Bear Market Decile Rank | 84 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Morningstar Large Growth TR USD |
|
|---|---|---|
| R-Squared | 89.12 | 94.68 |
| Beta | 1.12 | 1.03 |
| Alpha | -7.7 | -6.07 |
