| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
3
2
5
2
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 5.69 |
| Mean | 0.77 |
| Sharpe Ratio | 1.61 |
| Bear Market Decile Rank | 17 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Citi WGBI NonUSD USD |
|
|---|---|---|
| R-Squared | 25.14 | 87.76 |
| Beta | 1.18 | 0.71 |
| Alpha | 2.89 | 6.22 |
