| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 10.79 |
| Mean | 1.1 |
| Sharpe Ratio | 1.22 |
| Bear Market Decile Rank | 2 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index DJ Industrial Average PR USD |
|
|---|---|---|
| R-Squared | 80.72 | 87.5 |
| Beta | 0.65 | 0.74 |
| Alpha | 4.67 | 5.15 |
