| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
4
3
3
5
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
B-
(Buy)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.02 |
| Mean | 1.56 |
| Sharpe Ratio | 1.03 |
| Bear Market Decile Rank | 87 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Russell 3000 TR USD |
|
|---|---|---|
| R-Squared | 93.22 | 94.34 |
| Beta | 1.24 | 1.19 |
| Alpha | -1.97 | -1.17 |
