| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
4
1
5
3
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.5 |
| Mean | 0.47 |
| Sharpe Ratio | 0.26 |
| Bear Market Decile Rank | 56 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 77.93 | 98.05 |
| Beta | 0.97 | 1.01 |
| Alpha | -3.26 | 0.29 |
