| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
3
1
2
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 20.87 |
| Mean | 0.68 |
| Sharpe Ratio | 0.38 |
| Bear Market Decile Rank | 44 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 74.02 | 96.67 |
| Beta | 0.99 | 1.0 |
| Alpha | -3.85 | 0.76 |
