| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
4
1
2
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.16 |
| Mean | 0.6 |
| Sharpe Ratio | 0.33 |
| Bear Market Decile Rank | 34 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 77.8 | 98.6 |
| Beta | 0.96 | 1.0 |
| Alpha | -1.53 | 1.94 |
