Risk
The fund's Value Line Risk Rank, a measure of volatility, is 5 on a scale of 1 to 5, with 1 being the least volatile and 5 the most.
Value Line 2012-03-09
Volatility Measurements
Updated 03.31.2012
| Standard Deviation | 9.72 |
| Mean | 0.79 |
| Sharpe Ratio | 0.97 |
| Bear Market Decile Rank | 91 |
Modern Portfolio Theory Statistics
Updated 03.31.2012
|
Standard Index BarCap US Agg Bond TR USD |
Best Fit Index Citi WGBI NonUSD USD |
|
|---|---|---|
| R-Squared | 7.67 | 77.93 |
| Beta | 1.0 | 0.97 |
| Alpha | 2.88 | 2.62 |
