| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
4
1
1
3
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.09 |
| Mean | 0.46 |
| Sharpe Ratio | 0.26 |
| Bear Market Decile Rank | 80 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI AC Far East Ex Japan NR USD |
|
|---|---|---|
| R-Squared | 77.95 | 85.78 |
| Beta | 0.96 | 0.99 |
| Alpha | -3.19 | -3.04 |
