| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
4
5
1
4
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 2.15 |
| Mean | 0.29 |
| Sharpe Ratio | 1.56 |
| Bear Market Decile Rank | 6 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Barclays US Government Long TR USD |
|
|---|---|---|
| R-Squared | 58.77 | 75.67 |
| Beta | 0.6 | 0.15 |
| Alpha | 0.68 | 2.0 |
