| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.13 |
| Mean | 0.66 |
| Sharpe Ratio | 0.41 |
| Bear Market Decile Rank | 20 |
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 | 68.91 | 84.14 |
| Beta | 0.87 | 0.92 |
| Alpha | -2.65 | -2.28 |
