| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
1
4
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
The fund's Value Line Risk Rank, a measure of volatility, is 5 on a scale of 1 to 5, with 1 being the least volatile and 5 the most.
Value Line 2013-06-11
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 20.48 |
| Mean | 0.77 |
| Sharpe Ratio | 0.44 |
| Bear Market Decile Rank | 24 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 73.3 | 93.66 |
| Beta | 0.96 | 0.97 |
| Alpha | -2.47 | 2.11 |
