| Scorecard |
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Lipper
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Zacks Investment Research
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Standard & Poor's
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TheStreet.com
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Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 5.7 |
| Mean | -0.05 |
| Sharpe Ratio | -0.13 |
| Bear Market Decile Rank | 20 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index Morningstar Large Value TR USD |
|
|---|---|---|
| R-Squared | 30.23 | 33.59 |
| Beta | 0.21 | 0.22 |
| Alpha | -3.47 | -3.46 |
