| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
2
2
2
2
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.31 |
| Mean | 0.58 |
| Sharpe Ratio | 0.35 |
| Bear Market Decile Rank | 38 |
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 | 63.11 | 85.01 |
| Beta | 0.84 | 0.94 |
| Alpha | -3.32 | -3.45 |
