| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
4
5
1
1
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
---
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 4.52 |
| Mean | 0.56 |
| Sharpe Ratio | 1.47 |
| Bear Market Decile Rank | 47 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 60.71 | 74.48 |
| Beta | 0.23 | 0.2 |
| Alpha | 3.55 | 5.09 |
