| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
5
1
5
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 8.43 |
| Mean | 0.56 |
| Sharpe Ratio | 0.79 |
| Bear Market Decile Rank | 26 |
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 | 25.62 | 92.67 |
| Beta | 1.56 | 1.04 |
| Alpha | -0.26 | 3.13 |
