| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
5
4
4
1
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 15.66 |
| Mean | 1.42 |
| Sharpe Ratio | 1.09 |
| Bear Market Decile Rank | 61 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Russell 1000 Value TR USD |
|
|---|---|---|
| R-Squared | 97.85 | 99.21 |
| Beta | 1.1 | 1.07 |
| Alpha | -1.29 | -0.51 |
