| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
2
4
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 7.53 |
| Mean | 0.11 |
| Sharpe Ratio | 0.16 |
| Bear Market Decile Rank | 35 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index BofAML USD LIBOR 3 Mon CM |
Best Fit Index DJ UBS Commodity TR USD |
|
|---|---|---|
| R-Squared | 8.14 | 72.65 |
| Beta | 40.25 | 0.37 |
| Alpha | -10.61 | 0.71 |
