| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
1
5
2
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.78 |
| Mean | 0.57 |
| Sharpe Ratio | 0.31 |
| Bear Market Decile Rank | 43 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 95.5 | 98.6 |
| Beta | 1.09 | 0.97 |
| Alpha | -3.11 | -2.42 |
