| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
2
5
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 6.89 |
| Mean | 1.0 |
| Sharpe Ratio | 1.72 |
| Bear Market Decile Rank | 43 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Barclays US Credit TR USD |
|
|---|---|---|
| R-Squared | 51.35 | 90.54 |
| Beta | 2.04 | 1.73 |
| Alpha | 1.05 | -1.28 |
