| Scorecard |
|---|
|
---
|
|
Lipper
3
3
1
3
3
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.36 |
| Mean | 0.12 |
| Sharpe Ratio | 0.07 |
| Bear Market Decile Rank | 96 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index BofAML USD LIBOR 3 Mon CM |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 7.41 | 78.37 |
| Beta | 98.79 | 0.77 |
| Alpha | -27.53 | -5.84 |
