| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
5
1
4
4
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 21.72 |
| Mean | 0.83 |
| Sharpe Ratio | 0.45 |
| Bear Market Decile Rank | 50 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 75.43 | 96.92 |
| Beta | 1.04 | 1.04 |
| Alpha | -2.61 | 2.29 |
