| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
3
5
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 16.81 |
| Mean | 0.7 |
| Sharpe Ratio | 0.49 |
| Bear Market Decile Rank | 11 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 74.2 | 93.92 |
| Beta | 0.74 | 0.77 |
| Alpha | 1.61 | 4.3 |
