| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 6.15 |
| Mean | 0.55 |
| Sharpe Ratio | 1.06 |
| Bear Market Decile Rank | 36 |
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 | 16.15 | 86.31 |
| Beta | 1.02 | 0.76 |
| Alpha | 1.08 | 3.36 |
