| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
5
2
2
2
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.0 |
| Mean | 0.93 |
| Sharpe Ratio | 0.62 |
| Bear Market Decile Rank | 42 |
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 | 83.81 | 89.34 |
| Beta | 0.85 | 0.89 |
| Alpha | 3.47 | 4.36 |
