| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
1
2
2
2
4
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.97 |
| Mean | 0.85 |
| Sharpe Ratio | 0.59 |
| Bear Market Decile Rank | 27 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World Ex US NR USD |
|
|---|---|---|
| R-Squared | 97.01 | 97.24 |
| Beta | 0.92 | 0.94 |
| Alpha | -1.0 | -0.56 |
