| Scorecard |
|---|
|
4 / 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 | 6.55 |
| Mean | 0.59 |
| Sharpe Ratio | 1.07 |
| Bear Market Decile Rank | 12 |
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 | 38.32 | 88.3 |
| Beta | 1.48 | 0.78 |
| Alpha | 0.39 | 4.29 |
