| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
2
1
1
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.66 |
| Mean | 0.69 |
| Sharpe Ratio | 0.39 |
| Bear Market Decile Rank | 44 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EASEA NR USD |
|
|---|---|---|
| R-Squared | 93.57 | 95.33 |
| Beta | 1.03 | 0.92 |
| Alpha | -1.06 | -0.83 |
