| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
1
4
3
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.9 |
| Mean | 0.98 |
| Sharpe Ratio | 0.59 |
| Bear Market Decile Rank | 27 |
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 | 66.43 | 88.16 |
| Beta | 0.89 | 0.98 |
| Alpha | 1.0 | 0.94 |
