| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
1
1
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 | 19.84 |
| Mean | 0.5 |
| Sharpe Ratio | 0.3 |
| Bear Market Decile Rank | 43 |
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 | 68.68 | 91.33 |
| Beta | 0.84 | 0.96 |
| Alpha | -1.62 | -2.23 |
