| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
3
1
1
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 9.96 |
| Mean | 0.22 |
| Sharpe Ratio | 0.26 |
| Bear Market Decile Rank | 77 |
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 | 11.84 | 87.49 |
| Beta | 64.2 | 0.49 |
| Alpha | -16.26 | -1.13 |
