| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
2
3
1
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
1 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 15.71 |
| Mean | 0.38 |
| Sharpe Ratio | 0.28 |
| Bear Market Decile Rank | 97 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index DJ US Financial TR USD |
|
|---|---|---|
| R-Squared | 73.94 | 84.85 |
| Beta | 0.96 | 0.78 |
| Alpha | -11.49 | -6.58 |
