| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
2
1
2
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 21.1 |
| Mean | 0.43 |
| Sharpe Ratio | 0.24 |
| Bear Market Decile Rank | 24 |
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 | 84.06 | 91.02 |
| Beta | 1.25 | 0.84 |
| Alpha | -11.96 | -6.71 |
