| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
4
1
3
3
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.96 |
| Mean | 0.27 |
| Sharpe Ratio | 0.14 |
| Bear Market Decile Rank | 47 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 60.79 | 80.73 |
| Beta | 0.88 | 0.94 |
| Alpha | -4.71 | -1.64 |
