| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
4
5
1
1
2
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 9.75 |
| Mean | 0.33 |
| Sharpe Ratio | 0.4 |
| Bear Market Decile Rank | 70 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index BofAML USD LIBOR 3 Mon CM |
Best Fit Index MSCI Pacific Ex Japan NR USD |
|
|---|---|---|
| R-Squared | 5.88 | 87.04 |
| Beta | 51.49 | 0.42 |
| Alpha | -11.88 | -2.26 |
