| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
5
1
4
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 20.17 |
| Mean | 0.76 |
| Sharpe Ratio | 0.44 |
| Bear Market Decile Rank | 36 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 75.9 | 96.82 |
| Beta | 0.97 | 0.97 |
| Alpha | -2.64 | 1.95 |
