| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
5
1
1
4
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
B-
(Buy)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 23.42 |
| Mean | 1.81 |
| Sharpe Ratio | 0.92 |
| Bear Market Decile Rank | 97 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Morningstar Small Value TR USD |
|
|---|---|---|
| R-Squared | 91.12 | 95.8 |
| Beta | 1.6 | 1.28 |
| Alpha | -4.76 | 0.01 |
