Risk
Volatility Measurements
Updated 03.31.2012
| Standard Deviation | 2.49 |
| Mean | 0.43 |
| Sharpe Ratio | 2.01 |
| Bear Market Decile Rank | 96 |
Modern Portfolio Theory Statistics
Updated 03.31.2012
|
Standard Index BarCap US Agg Bond TR USD |
Best Fit Index BofAML US HY Master II TR USD |
|
|---|---|---|
| R-Squared | 4.66 | 72.32 |
| Beta | 0.2 | 0.2 |
| Alpha | 3.69 | 0.6 |