| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
5
3
2
3
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 17.9 |
| Mean | 1.25 |
| Sharpe Ratio | 0.84 |
| Bear Market Decile Rank | 37 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Russell 2000 TR USD |
|
|---|---|---|
| R-Squared | 88.0 | 96.62 |
| Beta | 1.2 | 0.91 |
| Alpha | -4.87 | 0.02 |
