| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
4
1
1
3
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 22.33 |
| Mean | 0.95 |
| Sharpe Ratio | 0.5 |
| Bear Market Decile Rank | 64 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 96.51 | 98.15 |
| Beta | 1.13 | 1.0 |
| Alpha | 1.15 | 1.93 |
