| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 0.53 |
| Mean | 0.12 |
| Sharpe Ratio | 2.44 |
| Bear Market Decile Rank | 63 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Citi WGBI NonUSD USD |
|
|---|---|---|
| R-Squared | 1.5 | 3.15 |
| Beta | 0.03 | 0.01 |
| Alpha | 1.16 | 1.25 |
