| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
3
5
5
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
B
(Buy)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 14.71 |
| Mean | 1.31 |
| Sharpe Ratio | 1.06 |
| Bear Market Decile Rank | 6 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index S&P MidCap 400 TR |
|
|---|---|---|
| R-Squared | 89.28 | 94.93 |
| Beta | 0.99 | 0.84 |
| Alpha | -0.84 | 0.89 |
