| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
5
5
1
2
2
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 9.96 |
| Mean | 0.31 |
| Sharpe Ratio | 0.36 |
| Bear Market Decile Rank | 69 |
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 | 11.85 | 87.51 |
| Beta | 64.26 | 0.49 |
| Alpha | -15.23 | -0.09 |
