| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
---
|
|
TheStreet.com
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|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 7.16 |
| Mean | 0.87 |
| Sharpe Ratio | 1.45 |
| Bear Market Decile Rank | 67 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index BofAML US HY Master II TR USD |
|
|---|---|---|
| R-Squared | 0.02 | 86.36 |
| Beta | -0.04 | 0.95 |
| Alpha | 10.58 | 0.43 |
