| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
2
1
3
2
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 23.41 |
| Mean | 0.7 |
| Sharpe Ratio | 0.35 |
| Bear Market Decile Rank | 74 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 95.55 | 97.45 |
| Beta | 1.18 | 1.04 |
| Alpha | -2.27 | -1.47 |
