| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
2
5
5
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 13.79 |
| Mean | 0.64 |
| Sharpe Ratio | 0.55 |
| Bear Market Decile Rank | 22 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI World NR USD |
Best Fit Index MSCI World NR USD |
|
|---|---|---|
| R-Squared | 91.07 | 91.07 |
| Beta | 0.79 | 0.79 |
| Alpha | -0.65 | -0.65 |
