| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
2
3
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.0 |
| Mean | 0.83 |
| Sharpe Ratio | 0.52 |
| Bear Market Decile Rank | 27 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 76.4 | 94.02 |
| Beta | 0.91 | 0.9 |
| Alpha | -1.07 | 3.38 |
