| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.55 |
| Mean | 1.02 |
| Sharpe Ratio | 0.62 |
| Bear Market Decile Rank | 95 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index |
|
|---|---|---|
| R-Squared | 89.96 | |
| Beta | 1.32 | |
| Alpha | -9.76 |
