| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
3
5
2
2
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
A+
(Buy)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 11.41 |
| Mean | 1.35 |
| Sharpe Ratio | 1.41 |
| Bear Market Decile Rank | 4 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index DJ Industrial Average PR USD |
|
|---|---|---|
| R-Squared | 76.79 | 83.04 |
| Beta | 0.71 | 0.82 |
| Alpha | 4.32 | 4.54 |
