| Scorecard |
|---|
|
---
|
|
Lipper
2
2
2
1
3
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 4.9 |
| Mean | 0.06 |
| Sharpe Ratio | 0.12 |
| Bear Market Decile Rank | 30 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index BofAML USD LIBOR 3 Mon CM |
Best Fit Index MSCI Pacific Ex Japan NR USD |
|
|---|---|---|
| R-Squared | 7.13 | 77.85 |
| Beta | 24.54 | 0.19 |
| Alpha | -6.58 | -1.89 |
