| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
1
3
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D-
(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 2013-03-12
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 22.9 |
| Mean | 0.82 |
| Sharpe Ratio | 0.43 |
| Bear Market Decile Rank | 82 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 76.83 | 97.81 |
| Beta | 1.03 | 1.07 |
| Alpha | 0.52 | 4.23 |
