| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
5
5
2
3
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 5.62 |
| Mean | 0.38 |
| Sharpe Ratio | 0.78 |
| Bear Market Decile Rank | 33 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index BofAML USD LIBOR 3 Mon CM |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 10.76 | 76.0 |
| Beta | 34.56 | 0.23 |
| Alpha | -5.71 | 3.21 |
