| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
4
1
5
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 12.77 |
| Mean | 1.06 |
| Sharpe Ratio | 0.99 |
| Bear Market Decile Rank | 55 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Barclays US Treasury Long TR USD |
|
|---|---|---|
| R-Squared | 58.08 | 99.59 |
| Beta | 4.02 | 1.0 |
| Alpha | -8.7 | -0.3 |
