| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
3
4
2
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
B
(Buy)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.65 |
| Mean | 1.36 |
| Sharpe Ratio | 0.98 |
| Bear Market Decile Rank | 11 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 93.08 | 95.89 |
| Beta | 0.88 | 0.78 |
| Alpha | 5.61 | 5.67 |
