| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
2
1
3
5
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.3 |
| Mean | 0.46 |
| Sharpe Ratio | 0.26 |
| Bear Market Decile Rank | 57 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI AC Far East Ex Japan NR USD |
|
|---|---|---|
| R-Squared | 64.24 | 85.6 |
| Beta | 0.84 | 0.95 |
| Alpha | -2.12 | -2.73 |
