| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
4
2
1
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.5 |
| Mean | 1.0 |
| Sharpe Ratio | 0.55 |
| Bear Market Decile Rank | 62 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 83.08 | 89.07 |
| Beta | 1.01 | 1.06 |
| Alpha | 2.86 | 3.9 |
