| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
3
2
3
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.12 |
| Mean | 0.55 |
| Sharpe Ratio | 0.34 |
| Bear Market Decile Rank | 14 |
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 | 60.16 | 89.51 |
| Beta | 0.76 | 0.92 |
| Alpha | -0.38 | -1.36 |
