| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
3
3
2
|
|
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 | 18.08 |
| Mean | 1.05 |
| Sharpe Ratio | 0.69 |
| Bear Market Decile Rank | 13 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 94.27 | 96.33 |
| Beta | 0.9 | 0.8 |
| Alpha | 4.4 | 5.01 |
