| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
1
1
1
5
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 20.38 |
| Mean | 0.47 |
| Sharpe Ratio | 0.27 |
| Bear Market Decile Rank | 52 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI AC Far East Ex Japan NR USD |
|
|---|---|---|
| R-Squared | 65.6 | 90.95 |
| Beta | 0.91 | 1.02 |
| Alpha | -5.32 | -5.63 |
