| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
4
1
1
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 22.47 |
| Mean | 0.82 |
| Sharpe Ratio | 0.43 |
| Bear Market Decile Rank | 90 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 73.82 | 94.55 |
| Beta | 1.06 | 1.07 |
| Alpha | -3.03 | 2.0 |
