| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
3
2
3
|
|
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 | 18.67 |
| Mean | 1.26 |
| Sharpe Ratio | 0.8 |
| Bear Market Decile Rank | 78 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index S&P MidCap 400 TR |
|
|---|---|---|
| R-Squared | 87.96 | 95.16 |
| Beta | 1.25 | 1.06 |
| Alpha | -5.68 | -3.66 |
