| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
3
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 4.73 |
| Mean | 0.75 |
| Sharpe Ratio | 1.88 |
| Bear Market Decile Rank | 26 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Morningstar Moderately Cons Target Risk |
|
|---|---|---|
| R-Squared | 64.68 | 80.95 |
| Beta | 0.27 | 0.7 |
| Alpha | 4.38 | 3.02 |
