| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
4
4
2
4
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 15.59 |
| Mean | 1.32 |
| Sharpe Ratio | 1.01 |
| Bear Market Decile Rank | 8 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI World NR USD |
Best Fit Index Morningstar Lifetime Moderate 2050 |
|
|---|---|---|
| R-Squared | 84.56 | 89.36 |
| Beta | 0.92 | 1.02 |
| Alpha | 3.11 | 1.34 |
