| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
5
3
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
C
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 8.94 |
| Mean | 0.85 |
| Sharpe Ratio | 1.13 |
| Bear Market Decile Rank | 38 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index S&P 1500 Cons Discretionary TR |
|
|---|---|---|
| R-Squared | 56.5 | 62.21 |
| Beta | 0.48 | 0.43 |
| Alpha | 2.14 | 0.94 |
