| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
3
1
5
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 21.86 |
| Mean | 0.41 |
| Sharpe Ratio | 0.22 |
| Bear Market Decile Rank | 86 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 62.32 | 84.05 |
| Beta | 0.95 | 0.98 |
| Alpha | -6.61 | -2.29 |
