| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
1
4
5
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.98 |
| Mean | 0.55 |
| Sharpe Ratio | 0.3 |
| Bear Market Decile Rank | 70 |
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 | 69.8 | 92.09 |
| Beta | 0.94 | 1.07 |
| Alpha | -1.92 | -2.57 |
