| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.4 |
| Mean | 0.19 |
| Sharpe Ratio | 0.11 |
| Bear Market Decile Rank | 24 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index |
|
|---|---|---|
| R-Squared | 61.97 | |
| Beta | 0.78 | |
| Alpha | -4.85 |
