| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
3
4
1
2
2
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 8.28 |
| Mean | 0.59 |
| Sharpe Ratio | 0.85 |
| Bear Market Decile Rank | 89 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index BofAML US HY Master II TR USD |
|
|---|---|---|
| R-Squared | 4.84 | 60.4 |
| Beta | 0.67 | 0.99 |
| Alpha | 4.06 | -4.23 |
