| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 20.08 |
| Mean | 1.33 |
| Sharpe Ratio | 0.79 |
| Bear Market Decile Rank | 75 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Morningstar Small Cap TR USD |
|
|---|---|---|
| R-Squared | 91.05 | 98.56 |
| Beta | 1.37 | 1.06 |
| Alpha | -6.77 | -2.42 |
