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PORTFOLIO STATS
CREDIT INFORMATION  
Average Credit Quality BB
Average Duration 4.06
MORNINGSTAR HISTORICAL RATINGS
PERIOD MORNINGSTAR RETURN RISK MORNINGSTAR RATING
3 Year Average Above Average Rating: 3 out of 5
5 Year Above Average Average Rating: 4 out of 5
10 Year Average Average Rating: 3 out of 5
Overall Above Average Average Rating: 4 out of 5
MODERN PORTFOLIO THEORY STATISTICS
MEASUREMENT STANDARD INDEX
Barclays US Agg Bond TR USD
R-Squared (1-year) 3
Beta (1-year) -0.4
Alpha (1-year) 9.78
VOLATILITY MEASURES
STANDARD DEVIATION 6.05
Mean 0.64
Sharpe Ratio 1.26
Treynor Ratio -19.09
Bear Market Decile Rank 4
  • What does this mean?


  • Morningstar ratings data through 4/30/2013
  • Morningstar portfolio data through 3/31/2013
DATA PROVIDERS

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Fundamental company data and historical chart data provided by Thomson Reuters (click for restrictions). Real-time quotes provided by BATS Exchange. Real-time index quotes and delayed quotes supplied by Interactive Data Real-Time Services. Fund summary, fund performance and dividend data provided by Morningstar Inc. Analyst recommendations data provided by Zacks Investment Research. StockScouter data provided by Verus Analytics. IPO data provided by Hoover's Inc. Index membership data provided by SIX Financial Information.

Japanese stock price data provided by Nomura Research Institute Ltd.; quotes delayed 20 minutes. Canadian fund data provided by CANNEX Financial Exchanges Ltd.

Financial data in US dollars | Page generated 11:11 PM ET
MORNINGSTAR STYLE BOX
What is this?
Style Box for Bond Holdings
Credit Quality = Low & Interest Rate Sensitivity = Interm. Credit Quality = Low & Interest Rate Sensitivity = Interm.
Credit Quality = Low & Interest Rate Sensitivity = Interm.
ASSET ALLOCATION
Chart view of Asset Allocation
  TYPE % OF NET ASSETS
Cash 2.64
Stocks 0.85
Bonds 81.88
Other 14.64
  Foreign (as a % of portfolio) 44.14