| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 6.02 |
| Mean | 0.51 |
| Sharpe Ratio | 1.01 |
| Bear Market Decile Rank | 78 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Citi ESBI Capped Brady USD |
|
|---|---|---|
| R-Squared | 3.27 | 68.31 |
| Beta | 0.45 | 0.18 |
| Alpha | 3.68 | 4.98 |
