| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
2
1
2
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 21.07 |
| Mean | 0.41 |
| Sharpe Ratio | 0.23 |
| Bear Market Decile Rank | 27 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI World NR USD |
Best Fit Index Morningstar SEC/Basic Materials TR USD |
|
|---|---|---|
| R-Squared | 84.01 | 90.96 |
| Beta | 1.24 | 0.84 |
| Alpha | -12.24 | -7.0 |
