| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
2
1
1
5
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.7 |
| Mean | 1.02 |
| Sharpe Ratio | 0.62 |
| Bear Market Decile Rank | 42 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EASEA NR USD |
|
|---|---|---|
| R-Squared | 92.62 | 94.9 |
| Beta | 1.04 | 0.94 |
| Alpha | -0.35 | -0.41 |
