| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
3
1
5
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 8.21 |
| Mean | 0.7 |
| Sharpe Ratio | 1.01 |
| Bear Market Decile Rank | 38 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Citi WGBI NonUSD USD |
|
|---|---|---|
| R-Squared | 21.51 | 91.37 |
| Beta | 1.39 | 1.0 |
| Alpha | 2.13 | 4.88 |
