| Scorecard |
|---|
|
---
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 20.14 |
| Mean | 0.73 |
| Sharpe Ratio | 0.43 |
| Bear Market Decile Rank | 42 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 80.66 | 92.57 |
| Beta | 1.0 | 0.95 |
| Alpha | -3.29 | 1.81 |
