| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
4
1
2
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 23.19 |
| Mean | 0.62 |
| Sharpe Ratio | 0.31 |
| Bear Market Decile Rank | 89 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 75.48 | 94.92 |
| Beta | 1.03 | 1.07 |
| Alpha | -2.0 | 1.76 |
