| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
3
3
5
4
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
B-
(Buy)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 17.9 |
| Mean | 1.33 |
| Sharpe Ratio | 0.89 |
| Bear Market Decile Rank | 20 |
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 | 92.26 | 99.24 |
| Beta | 1.23 | 0.96 |
| Alpha | -4.4 | 1.82 |
