| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.12 |
| Mean | 0.7 |
| Sharpe Ratio | 0.44 |
| Bear Market Decile Rank | 31 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI World NR USD |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 93.82 | 94.16 |
| Beta | 1.11 | 1.09 |
| Alpha | -3.27 | -2.28 |
