| Scorecard |
|---|
|
---
|
|
Lipper
1
1
3
4
4
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 7.96 |
| Mean | -0.03 |
| Sharpe Ratio | -0.05 |
| Bear Market Decile Rank | 65 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index BofAML USD LIBOR 3 Mon CM |
Best Fit Index Morningstar Long-Only Commodity TR |
|
|---|---|---|
| R-Squared | 0.41 | 45.41 |
| Beta | 9.56 | 0.3 |
| Alpha | -3.23 | -2.56 |
