| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
5
2
1
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
A+
(Buy)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 2.24 |
| Mean | 0.52 |
| Sharpe Ratio | 2.76 |
| Bear Market Decile Rank | 2 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Barclays US MBS TR USD |
|
|---|---|---|
| R-Squared | 51.9 | 63.6 |
| Beta | 0.59 | 0.92 |
| Alpha | 3.56 | 3.31 |
