| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
4
1
5
4
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 20.88 |
| Mean | 0.61 |
| Sharpe Ratio | 0.35 |
| Bear Market Decile Rank | 56 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 77.07 | 97.82 |
| Beta | 1.01 | 1.01 |
| Alpha | -4.9 | -0.09 |
