| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 14.16 |
| Mean | 0.91 |
| Sharpe Ratio | 0.76 |
| Bear Market Decile Rank | 68 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Morningstar Moderate Target Risk |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 93.19 | 97.23 |
| Beta | 1.4 | 0.73 |
| Alpha | -1.78 | 5.27 |
