| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
4
5
2
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
A+
(Buy)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 13.02 |
| Mean | 1.27 |
| Sharpe Ratio | 1.17 |
| Bear Market Decile Rank | 26 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index MSCI World NR USD |
|
|---|---|---|
| R-Squared | 89.65 | 92.32 |
| Beta | 0.82 | 0.75 |
| Alpha | 4.43 | 7.36 |
