| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
1
4
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 8.31 |
| Mean | 0.69 |
| Sharpe Ratio | 0.98 |
| Bear Market Decile Rank | 81 |
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 | 9.83 | 67.64 |
| Beta | 0.95 | 0.87 |
| Alpha | 3.92 | 5.16 |
