| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
4
4
4
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.5 |
| Mean | 1.36 |
| Sharpe Ratio | 0.98 |
| Bear Market Decile Rank | 5 |
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 | 76.62 | 89.56 |
| Beta | 1.03 | 0.84 |
| Alpha | -0.82 | 3.9 |
