| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
1
1
1
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.7 |
| Mean | 0.35 |
| Sharpe Ratio | 0.2 |
| Bear Market Decile Rank | 53 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI AC Far East Ex Japan NR USD |
|
|---|---|---|
| R-Squared | 65.28 | 90.77 |
| Beta | 0.86 | 1.0 |
| Alpha | -3.56 | -4.36 |
