| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
1
5
4
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 21.24 |
| Mean | 1.16 |
| Sharpe Ratio | 0.65 |
| Bear Market Decile Rank | 51 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 96.15 | 99.35 |
| Beta | 1.15 | 1.02 |
| Alpha | 0.06 | 0.11 |
