| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
5
5
5
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 2.71 |
| Mean | 0.46 |
| Sharpe Ratio | 2.01 |
| Bear Market Decile Rank | 10 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index BofAML USD LIBOR 3 Mon CM |
|
|---|---|---|
| R-Squared | 4.6 | 33.36 |
| Beta | 0.24 | 29.39 |
| Alpha | 4.18 | -3.15 |
