| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
1
1
1
4
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 25.47 |
| Mean | 0.08 |
| Sharpe Ratio | 0.03 |
| Bear Market Decile Rank | 78 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 81.62 | 84.92 |
| Beta | 1.18 | 1.23 |
| Alpha | -9.76 | -8.4 |
