| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
4
3
2
5
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.87 |
| Mean | 1.19 |
| Sharpe Ratio | 0.84 |
| Bear Market Decile Rank | 25 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Russell 2000 Value TR USD |
|
|---|---|---|
| R-Squared | 87.76 | 92.8 |
| Beta | 1.13 | 0.87 |
| Alpha | -4.43 | 1.39 |
