| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
3
1
4
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 21.56 |
| Mean | 0.38 |
| Sharpe Ratio | 0.21 |
| Bear Market Decile Rank | 60 |
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 | 59.57 | 79.9 |
| Beta | 0.92 | 1.01 |
| Alpha | -6.49 | -6.61 |
