| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
4
3
4
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.36 |
| Mean | 0.9 |
| Sharpe Ratio | 0.58 |
| Bear Market Decile Rank | 11 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 75.03 | 95.46 |
| Beta | 0.88 | 0.88 |
| Alpha | 0.18 | 4.34 |
