| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
3
3
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 3.59 |
| Mean | 0.31 |
| Sharpe Ratio | 1.02 |
| Bear Market Decile Rank | 99 |
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 | 1.16 | 71.5 |
| Beta | -0.16 | 0.44 |
| Alpha | 4.49 | -0.89 |
