| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
3
5
5
2
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
---
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 5.41 |
| Mean | 0.21 |
| Sharpe Ratio | 0.46 |
| Bear Market Decile Rank | 22 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Morningstar SUP/Defensive TR USD |
|
|---|---|---|
| R-Squared | 58.15 | 72.57 |
| Beta | 0.29 | 0.48 |
| Alpha | -2.4 | -6.01 |
