| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
3
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 | 20.74 |
| Mean | 0.42 |
| Sharpe Ratio | 0.24 |
| Bear Market Decile Rank | 51 |
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 | 65.52 | 90.77 |
| Beta | 0.86 | 1.0 |
| Alpha | -2.83 | -3.62 |
