| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
3
3
2
5
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.76 |
| Mean | 0.59 |
| Sharpe Ratio | 0.42 |
| Bear Market Decile Rank | 55 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 85.18 | 89.17 |
| Beta | 0.85 | 0.88 |
| Alpha | -3.26 | -2.05 |
