| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
5
4
2
|
|
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 | 14.19 |
| Mean | 1.36 |
| Sharpe Ratio | 1.15 |
| Bear Market Decile Rank | 31 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Russell 1000 TR USD |
|
|---|---|---|
| R-Squared | 98.42 | 98.61 |
| Beta | 1.0 | 0.98 |
| Alpha | -0.33 | -0.02 |
