| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
3
1
4
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.64 |
| Mean | 0.63 |
| Sharpe Ratio | 0.42 |
| Bear Market Decile Rank | 15 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI AC Far East Ex Japan NR USD |
|
|---|---|---|
| R-Squared | 65.15 | 82.82 |
| Beta | 0.73 | 0.81 |
| Alpha | 0.89 | 0.52 |
