| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
3
2
5
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 2.38 |
| Mean | 0.23 |
| Sharpe Ratio | 1.11 |
| Bear Market Decile Rank | 47 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index BofAML USD LIBOR 3 Mon CM |
|
|---|---|---|
| R-Squared | 0.06 | 37.13 |
| Beta | -0.02 | 31.61 |
| Alpha | 2.74 | -7.05 |
