| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
5
3
3
4
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.65 |
| Mean | 1.28 |
| Sharpe Ratio | 0.91 |
| Bear Market Decile Rank | 21 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 93.07 | 95.87 |
| Beta | 0.88 | 0.78 |
| Alpha | 4.59 | 4.65 |
