| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
4
5
1
5
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 6.69 |
| Mean | 0.24 |
| Sharpe Ratio | 0.41 |
| Bear Market Decile Rank | 43 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index BofAML USD LIBOR 3 Mon CM |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 6.32 | 83.66 |
| Beta | 31.52 | 0.32 |
| Alpha | -6.46 | 0.36 |
