| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
---
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 11.7 |
| Mean | 0.89 |
| Sharpe Ratio | 0.9 |
| Bear Market Decile Rank | 8 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI World NR USD |
Best Fit Index Morningstar Lifetime Moderate 2025 |
|
|---|---|---|
| R-Squared | 75.34 | 77.19 |
| Beta | 0.61 | 0.85 |
| Alpha | 4.18 | 1.73 |
