| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
---
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 22.55 |
| Mean | 1.17 |
| Sharpe Ratio | 0.62 |
| Bear Market Decile Rank | 75 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index Russell 2000 Value TR USD |
|
|---|---|---|
| R-Squared | 93.07 | 95.14 |
| Beta | 1.45 | 1.13 |
| Alpha | -5.08 | 1.56 |
