| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
1
1
4
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 20.93 |
| Mean | 0.29 |
| Sharpe Ratio | 0.16 |
| Bear Market Decile Rank | 42 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI AC Far East Ex Japan NR USD |
|
|---|---|---|
| R-Squared | 61.47 | 81.12 |
| Beta | 0.9 | 0.99 |
| Alpha | -7.46 | -7.49 |
