| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
4
1
5
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.02 |
| Mean | 0.37 |
| Sharpe Ratio | 0.23 |
| Bear Market Decile Rank | 25 |
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 | 60.59 | 80.27 |
| Beta | 0.81 | 0.9 |
| Alpha | -5.41 | -5.46 |
