| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
2
1
1
4
4
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 28.06 |
| Mean | 1.25 |
| Sharpe Ratio | 0.53 |
| Bear Market Decile Rank | 99 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index Morningstar Small Value TR USD |
|
|---|---|---|
| R-Squared | 86.85 | 94.34 |
| Beta | 1.86 | 1.52 |
| Alpha | -16.02 | -10.85 |
