| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
---
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 13.62 |
| Mean | 1.12 |
| Sharpe Ratio | 0.98 |
| Bear Market Decile Rank | 82 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Morningstar Moderate Target Risk |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 96.41 | 96.94 |
| Beta | 1.47 | 0.84 |
| Alpha | -2.24 | 2.54 |
