| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
4
2
2
2
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.63 |
| Mean | 0.66 |
| Sharpe Ratio | 0.42 |
| Bear Market Decile Rank | 13 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 76.15 | 95.74 |
| Beta | 0.84 | 0.86 |
| Alpha | 0.3 | 3.33 |
