| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
1
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 32.79 |
| Mean | -0.68 |
| Sharpe Ratio | -0.25 |
| Bear Market Decile Rank | 100 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI World NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 66.69 | 69.14 |
| Beta | 1.73 | 1.31 |
| Alpha | -31.84 | -25.91 |
