| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
3
2
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
1 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 43.58 |
| Mean | -0.31 |
| Sharpe Ratio | -0.09 |
| Bear Market Decile Rank | 97 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 72.11 | 84.3 |
| Beta | 1.9 | 1.9 |
| Alpha | -20.88 | -13.61 |
