| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
3
2
1
2
3
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 21.28 |
| Mean | 1.16 |
| Sharpe Ratio | 0.65 |
| Bear Market Decile Rank | 19 |
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 | 77.33 | 97.25 |
| Beta | 1.21 | 0.88 |
| Alpha | -2.7 | 1.49 |
