| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
2
2
4
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.39 |
| Mean | 0.95 |
| Sharpe Ratio | 0.62 |
| Bear Market Decile Rank | 98 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Russell 3000 TR USD |
|
|---|---|---|
| R-Squared | 94.23 | 95.18 |
| Beta | 1.27 | 1.22 |
| Alpha | -9.76 | -8.92 |
