| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
2
4
5
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
B
(Buy)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 20.05 |
| Mean | 1.62 |
| Sharpe Ratio | 0.97 |
| Bear Market Decile Rank | 51 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Russell 2000 TR USD |
|
|---|---|---|
| R-Squared | 92.44 | 98.66 |
| Beta | 1.38 | 1.03 |
| Alpha | -3.38 | 2.48 |
