| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
5
4
1
4
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 10.28 |
| Mean | 0.29 |
| Sharpe Ratio | 0.33 |
| Bear Market Decile Rank | 76 |
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 | 12.93 | 87.99 |
| Beta | 69.28 | 0.5 |
| Alpha | -16.85 | -0.36 |
