| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
3
1
4
2
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 21.83 |
| Mean | 1.17 |
| Sharpe Ratio | 0.64 |
| Bear Market Decile Rank | 71 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 93.69 | 97.0 |
| Beta | 1.16 | 1.03 |
| Alpha | -0.02 | 0.01 |
