| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
A+
(Buy)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 13.05 |
| Mean | 1.15 |
| Sharpe Ratio | 1.05 |
| Bear Market Decile Rank | 7 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index DJ Industrial Average PR USD |
|
|---|---|---|
| R-Squared | 94.22 | 95.68 |
| Beta | 0.84 | 0.93 |
| Alpha | 2.64 | 3.61 |
