| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
2
3
3
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 4.58 |
| Mean | 0.56 |
| Sharpe Ratio | 1.44 |
| Bear Market Decile Rank | 48 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Barclays US Credit TR USD |
|
|---|---|---|
| R-Squared | 74.46 | 96.23 |
| Beta | 1.45 | 1.09 |
| Alpha | 0.19 | -0.95 |
