| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
---
|
|
TheStreet.com
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|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 13.84 |
| Mean | 0.85 |
| Sharpe Ratio | 0.73 |
| Bear Market Decile Rank | 87 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Morningstar Moderate Target Risk |
Best Fit Index Morningstar Moderately Aggr Target Risk |
|
|---|---|---|
| R-Squared | 98.77 | 99.39 |
| Beta | 1.41 | 1.04 |
| Alpha | -2.47 | -0.47 |
