| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
5
2
3
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
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|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 0.46 |
| Mean | -0.01 |
| Sharpe Ratio | -0.49 |
| Bear Market Decile Rank | 44 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Barclays US Treasury US TIPS TR USD |
|
|---|---|---|
| R-Squared | 2.39 | 18.08 |
| Beta | 0.03 | 0.04 |
| Alpha | -0.34 | -0.47 |
