| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
1
2
5
1
3
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 5.88 |
| Mean | 0.43 |
| Sharpe Ratio | 0.87 |
| Bear Market Decile Rank | 56 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Morningstar Lifetime Moderate 2010 |
|
|---|---|---|
| R-Squared | 68.25 | 90.08 |
| Beta | 0.35 | 0.78 |
| Alpha | -0.63 | -2.7 |
