| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
---
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 15.21 |
| Mean | 0.99 |
| Sharpe Ratio | 0.78 |
| Bear Market Decile Rank | 42 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index Russell 1000 Value TR USD |
|
|---|---|---|
| R-Squared | 96.94 | 99.51 |
| Beta | 1.0 | 0.97 |
| Alpha | -1.29 | -0.66 |
