| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
1
1
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 8.76 |
| Mean | 0.77 |
| Sharpe Ratio | 1.04 |
| Bear Market Decile Rank | 67 |
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 | 5.26 | 83.62 |
| Beta | 0.83 | 1.07 |
| Alpha | 4.69 | 4.69 |
