| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
5
4
1
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 15.04 |
| Mean | 0.92 |
| Sharpe Ratio | 0.73 |
| Bear Market Decile Rank | 3 |
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 | 68.18 | 83.64 |
| Beta | 0.64 | 0.7 |
| Alpha | 5.24 | 5.03 |
