| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
3
4
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 16.71 |
| Mean | 0.84 |
| Sharpe Ratio | 0.6 |
| Bear Market Decile Rank | 7 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EASEA NR USD |
|
|---|---|---|
| R-Squared | 96.02 | 97.03 |
| Beta | 0.84 | 0.75 |
| Alpha | 2.46 | 2.68 |
