| Scorecard |
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Lipper
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Zacks Investment Research
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Standard & Poor's
2 / 5 Stars
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TheStreet.com
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Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 11.57 |
| Mean | 0.77 |
| Sharpe Ratio | 0.79 |
| Bear Market Decile Rank | 84 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index Morningstar Mid Value TR USD |
|
|---|---|---|
| R-Squared | 78.6 | 87.3 |
| Beta | 0.68 | 0.64 |
| Alpha | 0.2 | 0.69 |
