| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 5.76 |
| Mean | 0.57 |
| Sharpe Ratio | 1.17 |
| Bear Market Decile Rank | 41 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Morningstar Moderate Target Risk |
Best Fit Index Morningstar Moderately Cons Target Risk |
|
|---|---|---|
| R-Squared | 94.02 | 96.77 |
| Beta | 0.61 | 0.93 |
| Alpha | 0.25 | -1.03 |
