| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
1
1
5
1
5
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
1 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 1.76 |
| Mean | 0.26 |
| Sharpe Ratio | 1.72 |
| Bear Market Decile Rank | 73 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index BofAML US HY Master II TR USD |
|
|---|---|---|
| R-Squared | 0.57 | 35.28 |
| Beta | -0.06 | 0.15 |
| Alpha | 3.31 | 1.46 |
