| Scorecard |
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Lipper
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Zacks Investment Research
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Standard & Poor's
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TheStreet.com
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Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 14.38 |
| Mean | 1.3 |
| Sharpe Ratio | 1.08 |
| Bear Market Decile Rank | 46 |
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 | 97.52 | 98.9 |
| Beta | 1.01 | 0.98 |
| Alpha | -1.29 | -0.58 |
