| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
5
5
3
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
---
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 7.41 |
| Mean | -0.6 |
| Sharpe Ratio | -0.98 |
| Bear Market Decile Rank | 1 |
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 | 64.83 | 74.41 |
| Beta | -0.43 | -0.34 |
| Alpha | -0.2 | -2.37 |
