$165.74
1.30 | 0.79%
1.30 | 0.79%
Today's Range:
164.52 -
165.99
Avg. Daily Volume:
129,223,000
06/18/13 - 4:00 PM ET
| RETURN AND EXPENSE COMPARISON (as of Jan 2013) | |||
|---|---|---|---|
 | |||
| 1 Month: | 1.29% | 1 Year: | 30.39% |
| 3 Month: | 7.93% | 3 Year: | 17.66% |
| 6 Month: | 16.32% | 5 Year; | 5.97% |
| Year-to-Date | 15.28% | ||
| Last Dividend (03/15/2013) |
$0.69 | ||
| Last Cap Gain | 0.12 | ||
| Expense Ratio | 0.09% | ||
| RETURN AND VOLATILITY MEASURES | ||
|---|---|---|
| 1 Year | 3 Year | |
| Alpha | -0.08% | -0.06% |
| Beta | 1.0% | 1.0% |
| R-squared | 100.0% | 100.0% |
| Standard Deviation | 6.03% | 13.91% |
| Semi-deviation | 0.55% | 2.11% |
|
Definitions: Alpha - measures the portfolio manager's contribution to performance that is independent of the benchmark. Beta - measures the portfolio sensitivity to movements in the market relative to the selected underlying benchmark. R-squared - mesausres how closely the derived forecast was able to explain the performance of the last three years. It also measures diversification with lower number indicating more independence from benchmark. Standard deviation - measures how closely actual values matched the forecasted values for performance. Semi-deviation - only considers values that fall below the risk free rate of return. | ||
| Top Ten Holdings | |
|---|---|
| Apple Inc | 2.98% |
| Exxon Mobil Corp | 2.86% |
| Microsoft Corp | 1.79% |
| Johnson & Johnson | 1.71% |
| Chevron Corp | 1.7% |
| General Electric Co | 1.66% |
| Google Inc | 1.58% |
| International Business Machines Corp | 1.52% |
| Procter & Gamble Co | 1.5% |
| Pfizer Inc | 1.5% |
| MOST RECENT RATINGS CHANGES | ||||
|---|---|---|---|---|
| Date | Price | Action | From | To |
| 03/31/2013 | $156.67 | Upgrade | HOLD | BUY |
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