| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
4
1
3
3
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 21.0 |
| Mean | 1.35 |
| Sharpe Ratio | 0.77 |
| Bear Market Decile Rank | 63 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 94.54 | 97.77 |
| Beta | 1.12 | 1.0 |
| Alpha | 2.65 | 2.69 |
