| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
1
5
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 21.82 |
| Mean | 0.85 |
| Sharpe Ratio | 0.46 |
| Bear Market Decile Rank | 82 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index DJ US Financial TR USD |
|
|---|---|---|
| R-Squared | 64.47 | 71.17 |
| Beta | 1.25 | 0.99 |
| Alpha | -10.55 | -3.9 |
