| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
3
2
3
1
2
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 10.41 |
| Mean | 0.77 |
| Sharpe Ratio | 0.88 |
| Bear Market Decile Rank | 98 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Morningstar Moderate Target Risk |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 94.97 | 96.83 |
| Beta | 1.12 | 0.64 |
| Alpha | -2.64 | 0.93 |
