| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
2
3
5
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
The fund's Value Line Risk Rank, a measure of volatility, is 3 on a scale of 1 to 5, with 1 being the least volatile and 5 the most.
Value Line 2013-03-12
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.21 |
| Mean | 0.65 |
| Sharpe Ratio | 0.45 |
| Bear Market Decile Rank | 19 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 85.61 | 95.15 |
| Beta | 0.82 | 0.8 |
| Alpha | 0.41 | 3.64 |
