| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
4
1
5
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 22.61 |
| Mean | 0.83 |
| Sharpe Ratio | 0.44 |
| Bear Market Decile Rank | 50 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 97.06 | 99.43 |
| Beta | 1.14 | 1.02 |
| Alpha | -0.39 | 0.36 |
