| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
2
5
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 5.28 |
| Mean | 0.27 |
| Sharpe Ratio | 0.61 |
| Bear Market Decile Rank | 86 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index DJ Moderate TR USD |
|
|---|---|---|
| R-Squared | 0.25 | 74.56 |
| Beta | 0.1 | 0.5 |
| Alpha | 2.77 | -1.95 |
