| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
3
1
1
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 3.57 |
| Mean | 0.38 |
| Sharpe Ratio | 1.26 |
| Bear Market Decile Rank | 99 |
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 | 0.72 | 70.43 |
| Beta | -0.11 | 0.46 |
| Alpha | 5.01 | -0.73 |
