| Scorecard |
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Lipper
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Zacks Investment Research
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Standard & Poor's
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TheStreet.com
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Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 13.89 |
| Mean | 1.53 |
| Sharpe Ratio | 1.32 |
| Bear Market Decile Rank | 8 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Russell Mid Cap Value TR USD |
|
|---|---|---|
| R-Squared | 94.24 | 96.83 |
| Beta | 0.96 | 0.86 |
| Alpha | 2.39 | 3.33 |
