| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
3
1
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 10.46 |
| Mean | 0.83 |
| Sharpe Ratio | 0.95 |
| Bear Market Decile Rank | 96 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Morningstar Moderate Target Risk |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 94.94 | 96.8 |
| Beta | 1.12 | 0.65 |
| Alpha | -1.96 | 1.62 |
