| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
3
1
4
2
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 24.64 |
| Mean | 0.85 |
| Sharpe Ratio | 0.41 |
| Bear Market Decile Rank | 76 |
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 | 87.63 | 92.12 |
| Beta | 1.49 | 0.99 |
| Alpha | -10.21 | -3.74 |
