| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
2
3
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
C
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 15.01 |
| Mean | 0.91 |
| Sharpe Ratio | 0.72 |
| Bear Market Decile Rank | 2 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE NR USD |
|
|---|---|---|
| R-Squared | 95.72 | 95.72 |
| Beta | 0.81 | 0.81 |
| Alpha | 1.09 | 1.09 |
