| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
4
5
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
C
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 16.82 |
| Mean | 0.78 |
| Sharpe Ratio | 0.55 |
| Bear Market Decile Rank | 10 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 74.14 | 93.9 |
| Beta | 0.74 | 0.77 |
| Alpha | 2.62 | 5.31 |
