| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
3
4
5
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 17.26 |
| Mean | 1.09 |
| Sharpe Ratio | 0.75 |
| Bear Market Decile Rank | 96 |
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 | 97.02 | 98.35 |
| Beta | 1.21 | 1.17 |
| Alpha | -7.07 | -6.21 |
