| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 12.06 |
| Mean | 1.46 |
| Sharpe Ratio | 1.44 |
| Bear Market Decile Rank | 14 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index |
|
|---|---|---|
| R-Squared | 94.9 | |
| Beta | 0.84 | |
| Alpha | 3.5 |
