| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
3
3
4
2
2
|
|
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 | 2.25 |
| Mean | 0.33 |
| Sharpe Ratio | 1.74 |
| Bear Market Decile Rank | 89 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index BofAML US HY Master II TR USD |
|
|---|---|---|
| R-Squared | 7.2 | 77.3 |
| Beta | 0.22 | 0.3 |
| Alpha | 2.94 | 0.46 |
