| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 6.48 |
| Mean | 0.5 |
| Sharpe Ratio | 0.9 |
| Bear Market Decile Rank | 36 |
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 | 28.14 | 87.4 |
| Beta | 1.26 | 0.77 |
| Alpha | 0.27 | 3.21 |
