| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
4
1
4
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 6.88 |
| Mean | 0.51 |
| Sharpe Ratio | 0.87 |
| Bear Market Decile Rank | 80 |
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 | 3.5 | 77.04 |
| Beta | 0.53 | 0.8 |
| Alpha | 3.18 | 2.68 |
