| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
5
1
4
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 8.44 |
| Mean | -0.45 |
| Sharpe Ratio | -0.65 |
| Bear Market Decile Rank | 68 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index MSCI Japan NR USD |
|
|---|---|---|
| R-Squared | 0.0 | 6.09 |
| Beta | 0.0 | 0.14 |
| Alpha | -5.41 | -6.58 |
