| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
2
2
5
3
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 3.34 |
| Mean | 0.07 |
| Sharpe Ratio | 0.24 |
| Bear Market Decile Rank | 21 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index BofAML USD LIBOR 3 Mon CM |
Best Fit Index Morningstar Small Core TR USD |
|
|---|---|---|
| R-Squared | 5.12 | 28.21 |
| Beta | -14.17 | 0.09 |
| Alpha | 4.95 | -0.31 |
