Risk
Volatility Measurements
Updated 03.31.2012
| Standard Deviation | 18.43 |
| Mean | 2.23 |
| Sharpe Ratio | 1.44 |
| Bear Market Decile Rank | 20 |
Modern Portfolio Theory Statistics
Updated 03.31.2012
|
Standard Index S&P 500 TR |
Best Fit Index Russell Mid Cap Growth TR USD |
|
|---|---|---|
| R-Squared | 87.31 | 94.75 |
| Beta | 1.06 | 0.91 |
| Alpha | 2.85 | 1.54 |