| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
5
5
4
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 10.57 |
| Mean | 0.61 |
| Sharpe Ratio | 0.68 |
| Bear Market Decile Rank | 74 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index Russell 1000 Value TR USD |
|
|---|---|---|
| R-Squared | 88.43 | 90.41 |
| Beta | 0.66 | 0.64 |
| Alpha | -1.5 | -1.06 |
