| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
1
5
4
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 12.82 |
| Mean | 0.93 |
| Sharpe Ratio | 0.86 |
| Bear Market Decile Rank | 39 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Russell 3000 TR USD |
|
|---|---|---|
| R-Squared | 92.82 | 94.08 |
| Beta | 0.88 | 0.84 |
| Alpha | -3.5 | -2.94 |
