| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
3
1
5
3
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 8.39 |
| Mean | 0.52 |
| Sharpe Ratio | 0.74 |
| Bear Market Decile Rank | 95 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index Barclays US Agg Bond TR USD |
Best Fit Index DJ Moderate TR USD |
|
|---|---|---|
| R-Squared | 0.63 | 72.02 |
| Beta | 0.24 | 0.79 |
| Alpha | 5.09 | -1.87 |
