| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
5
5
1
4
2
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
---
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 20.15 |
| Mean | 0.99 |
| Sharpe Ratio | 0.59 |
| Bear Market Decile Rank | 28 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Barclays US Treasury Long TR USD |
|
|---|---|---|
| R-Squared | 54.88 | 98.45 |
| Beta | 5.47 | 1.51 |
| Alpha | -12.48 | -2.4 |
