| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
5
2
1
3
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.12 |
| Mean | 0.73 |
| Sharpe Ratio | 0.43 |
| Bear Market Decile Rank | 73 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 95.63 | 97.5 |
| Beta | 1.01 | 1.04 |
| Alpha | -0.35 | 0.89 |
