| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 27.99 |
| Mean | 0.53 |
| Sharpe Ratio | 0.22 |
| Bear Market Decile Rank | 95 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 89.4 | 94.4 |
| Beta | 1.36 | 1.22 |
| Alpha | -5.89 | -5.17 |
