| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 20.28 |
| Mean | 1.6 |
| Sharpe Ratio | 0.94 |
| Bear Market Decile Rank | 90 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI World NR USD |
Best Fit Index |
|
|---|---|---|
| R-Squared | 67.16 | |
| Beta | 1.07 | |
| Alpha | 4.52 |
