| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
2
5
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
1 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.46 |
| Mean | 0.95 |
| Sharpe Ratio | 0.68 |
| Bear Market Decile Rank | 95 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Morningstar Moderate Target Risk |
Best Fit Index Morningstar Moderately Aggr Target Risk |
|
|---|---|---|
| R-Squared | 96.86 | 98.37 |
| Beta | 1.78 | 1.32 |
| Alpha | -7.62 | -5.36 |
