| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.38 |
| Mean | 0.89 |
| Sharpe Ratio | 0.55 |
| Bear Market Decile Rank | 28 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index Morningstar Small Growth TR USD |
|
|---|---|---|
| R-Squared | 88.32 | 97.18 |
| Beta | 1.21 | 0.99 |
| Alpha | -5.27 | -3.64 |
