| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
1 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 17.69 |
| Mean | 1.49 |
| Sharpe Ratio | 1.0 |
| Bear Market Decile Rank | 22 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index |
|
|---|---|---|
| R-Squared | 81.52 | |
| Beta | 1.14 | |
| Alpha | -1.11 |
