| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
4
2
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 | 6.55 |
| Mean | 0.56 |
| Sharpe Ratio | 1.01 |
| Bear Market Decile Rank | 14 |
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 | 38.34 | 88.3 |
| Beta | 1.48 | 0.78 |
| Alpha | -0.01 | 3.89 |
