| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
2
5
1
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.76 |
| Mean | 0.81 |
| Sharpe Ratio | 0.49 |
| Bear Market Decile Rank | 73 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 84.76 | 87.89 |
| Beta | 0.93 | 0.97 |
| Alpha | 1.21 | 2.3 |
