| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
2
1
1
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 23.33 |
| Mean | 0.61 |
| Sharpe Ratio | 0.31 |
| Bear Market Decile Rank | 76 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 95.53 | 97.41 |
| Beta | 1.17 | 1.04 |
| Alpha | -3.28 | -2.49 |
