| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
3
2
4
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 4.73 |
| Mean | 0.53 |
| Sharpe Ratio | 1.32 |
| Bear Market Decile Rank | 42 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index Citi WGBI NonUSD USD |
|
|---|---|---|
| R-Squared | 8.5 | 76.0 |
| Beta | 0.57 | 0.55 |
| Alpha | 3.23 | 3.98 |
