| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
5
1
3
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 0.93 |
| Mean | 0.18 |
| Sharpe Ratio | 2.23 |
| Bear Market Decile Rank | 60 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index BofAML USD LIBOR 3 Mon CM |
|
|---|---|---|
| R-Squared | 1.34 | 47.09 |
| Beta | 0.04 | 13.86 |
| Alpha | 1.89 | -2.19 |
