| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
---
|
|
TheStreet.com
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|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 23.4 |
| Mean | 0.94 |
| Sharpe Ratio | 0.48 |
| Bear Market Decile Rank | 95 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index Morningstar Small Value TR USD |
|
|---|---|---|
| R-Squared | 87.12 | 94.7 |
| Beta | 1.46 | 1.22 |
| Alpha | -7.87 | -5.34 |
