| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
1
2
3
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 26.81 |
| Mean | 0.41 |
| Sharpe Ratio | 0.18 |
| Bear Market Decile Rank | 96 |
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 | 60.25 | 74.74 |
| Beta | 1.14 | 1.22 |
| Alpha | -8.92 | -8.54 |
