| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
---
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 12.8 |
| Mean | 1.11 |
| Sharpe Ratio | 1.04 |
| Bear Market Decile Rank | 35 |
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 | 94.94 | 97.07 |
| Beta | 0.89 | 0.86 |
| Alpha | -1.47 | -0.9 |













