| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
3
1
4
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
B-
(Buy)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.05 |
| Mean | 1.03 |
| Sharpe Ratio | 0.68 |
| Bear Market Decile Rank | 16 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 94.28 | 96.32 |
| Beta | 0.9 | 0.8 |
| Alpha | 4.12 | 4.73 |
