| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
4
5
2
3
3
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.41 |
| Mean | 0.92 |
| Sharpe Ratio | 0.54 |
| Bear Market Decile Rank | 94 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index Morningstar Small Value TR USD |
|
|---|---|---|
| R-Squared | 92.49 | 98.03 |
| Beta | 1.31 | 1.08 |
| Alpha | -6.13 | -3.68 |
