| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 7.79 |
| Mean | 0.18 |
| Sharpe Ratio | 0.26 |
| Bear Market Decile Rank | 10 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Barclays US Treasury Long TR USD |
|
|---|---|---|
| R-Squared | 2.98 | 16.72 |
| Beta | -0.1 | 0.24 |
| Alpha | 3.65 | -0.2 |
