| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
---
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 15.87 |
| Mean | 1.38 |
| Sharpe Ratio | 1.04 |
| Bear Market Decile Rank | 57 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Russell 3000 TR USD |
|
|---|---|---|
| R-Squared | 97.6 | 98.45 |
| Beta | 1.12 | 1.07 |
| Alpha | -2.04 | -1.29 |
