| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
3
1
2
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
1 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 25.34 |
| Mean | 0.74 |
| Sharpe Ratio | 0.34 |
| Bear Market Decile Rank | 92 |
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 | 86.93 | 90.09 |
| Beta | 1.21 | 1.26 |
| Alpha | -2.16 | -0.75 |
