| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
1
4
2
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 6.97 |
| Mean | 0.83 |
| Sharpe Ratio | 1.41 |
| Bear Market Decile Rank | 25 |
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 | 21.57 | 68.37 |
| Beta | 1.18 | 0.74 |
| Alpha | 4.56 | 7.3 |
