| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
2
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
1 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 24.2 |
| Mean | 0.45 |
| Sharpe Ratio | 0.22 |
| Bear Market Decile Rank | 74 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index S&P 500 TR |
Best Fit Index Russell 2000 Value TR USD |
|
|---|---|---|
| R-Squared | 85.07 | 94.42 |
| Beta | 1.49 | 1.21 |
| Alpha | -14.22 | -7.95 |
