| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
3
5
4
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
A
(Buy)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 14.63 |
| Mean | 1.6 |
| Sharpe Ratio | 1.3 |
| Bear Market Decile Rank | 8 |
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 | 86.41 | 96.38 |
| Beta | 0.97 | 0.84 |
| Alpha | 3.02 | 4.37 |
