| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
5
1
4
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 8.43 |
| Mean | 0.53 |
| Sharpe Ratio | 0.74 |
| Bear Market Decile Rank | 28 |
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 | 25.64 | 92.67 |
| Beta | 1.56 | 1.04 |
| Alpha | -0.66 | 2.73 |
