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PORTFOLIO STATS
CREDIT INFORMATION  
Average Credit Quality BBB
Average Duration NA
MORNINGSTAR HISTORICAL RATINGS
PERIOD MORNINGSTAR RETURN RISK MORNINGSTAR RATING
3 Year Average High Rating: 3 out of 5
5 Year Average Above Average Rating: 3 out of 5
10 Year Above Average Above Average Rating: 4 out of 5
Overall Above Average Above Average Rating: 4 out of 5
MODERN PORTFOLIO THEORY STATISTICS
MEASUREMENT STANDARD INDEX
Barclays US Agg Bond TR USD
R-Squared (1-year) 49.15
Beta (1-year) 0.92
Alpha (1-year) 0.28
VOLATILITY MEASURES
STANDARD DEVIATION 3.72
Mean 0.31
Treynor Ratio -0.82
Sharpe Ratio 0.98
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  • Morningstar ratings data through 3/31/2014
  • Morningstar portfolio data through 12/31/2013
DATA PROVIDERS

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Fundamental company data and historical chart data provided by Morningstar Inc. Real-time index quotes and delayed quotes supplied by Morningstar Inc. Quotes delayed by up to 15 minutes, except where indicated otherwise. Fund summary, fund performance and dividend data provided by Morningstar Inc. Analyst recommendations provided by Zacks Investment Research. StockScouter data provided by Verus Analytics. IPO data provided by Hoover's Inc. Index membership data provided by Morningstar Inc.

Financial data in US dollars | Page generated 4:18 PM ET
ASSET ALLOCATION
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