| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
4
2
3
5
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.85 |
| Mean | 1.0 |
| Sharpe Ratio | 0.57 |
| Bear Market Decile Rank | 37 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EASEA NR USD |
|
|---|---|---|
| R-Squared | 95.07 | 95.77 |
| Beta | 1.04 | 0.93 |
| Alpha | 2.52 | 2.81 |
