| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
4
2
2
5
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.75 |
| Mean | 1.38 |
| Sharpe Ratio | 0.84 |
| Bear Market Decile Rank | 36 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 93.86 | 95.08 |
| Beta | 1.05 | 0.92 |
| Alpha | 3.84 | 4.01 |
