| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
3
2
5
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 17.17 |
| Mean | 0.87 |
| Sharpe Ratio | 0.6 |
| Bear Market Decile Rank | 16 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI AC Far East Ex Japan NR USD |
|
|---|---|---|
| R-Squared | 60.86 | 80.02 |
| Beta | 0.74 | 0.81 |
| Alpha | 1.47 | 1.46 |
