| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
3
4
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 16.8 |
| Mean | 0.76 |
| Sharpe Ratio | 0.54 |
| 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 | 74.3 | 93.92 |
| Beta | 0.74 | 0.77 |
| Alpha | 2.36 | 5.05 |
