| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
4
1
1
3
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.13 |
| Mean | 0.43 |
| Sharpe Ratio | 0.24 |
| Bear Market Decile Rank | 81 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 78.16 | 85.74 |
| Beta | 0.96 | 0.93 |
| Alpha | -3.52 | 0.31 |
