| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
3
1
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
1 / 5 Stars
|
|
TheStreet.com
C
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.1 |
| Mean | 0.73 |
| Sharpe Ratio | 0.51 |
| Bear Market Decile Rank | 97 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI World NR USD |
Best Fit Index Morningstar SUP/Cyclical TR USD |
|
|---|---|---|
| R-Squared | 84.76 | 89.95 |
| Beta | 0.94 | 0.86 |
| Alpha | -1.19 | -2.27 |
