| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
4
3
1
1
2
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 14.44 |
| Mean | 0.81 |
| Sharpe Ratio | 0.67 |
| Bear Market Decile Rank | 99 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Morningstar Moderate Target Risk |
Best Fit Index Morningstar Moderately Aggr Target Risk |
|
|---|---|---|
| R-Squared | 98.95 | 99.49 |
| Beta | 1.48 | 1.09 |
| Alpha | -3.56 | -1.46 |
