| 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 04.30.2013
| Standard Deviation | 19.4 |
| Mean | 0.18 |
| Sharpe Ratio | 0.1 |
| Bear Market Decile Rank | 25 |
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 | 62.0 | 81.22 |
| Beta | 0.78 | 0.88 |
| Alpha | -5.02 | -5.53 |
