| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
3
3
5
3
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 0.42 |
| Mean | 0.08 |
| Sharpe Ratio | 2.22 |
| Bear Market Decile Rank | 31 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Barclays US Treasury Long TR USD |
|
|---|---|---|
| R-Squared | 8.6 | 29.42 |
| Beta | -0.05 | -0.02 |
| Alpha | 1.19 | 1.15 |
