| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
1
5
3
|
|
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 | 8.5 |
| Mean | 0.42 |
| Sharpe Ratio | 0.58 |
| Bear Market Decile Rank | 83 |
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 | 11.08 | 90.59 |
| Beta | 1.04 | 1.03 |
| Alpha | 0.34 | 1.4 |
