Risk
Volatility Measurements
Updated 03.31.2012
| Standard Deviation | 16.71 |
| Mean | 1.53 |
| Sharpe Ratio | 1.09 |
| Bear Market Decile Rank | 8 |
Modern Portfolio Theory Statistics
Updated 03.31.2012
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 73.68 | 77.51 |
| Beta | 0.69 | 0.69 |
| Alpha | 5.93 | 4.69 |