| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
1
3
2
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 24.2 |
| Mean | 1.11 |
| Sharpe Ratio | 0.55 |
| Bear Market Decile Rank | 90 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EASEA NR USD |
|
|---|---|---|
| R-Squared | 89.0 | 91.51 |
| Beta | 1.26 | 1.13 |
| Alpha | -1.84 | -1.94 |
