| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
1
5
|
|
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 | 18.11 |
| Mean | 0.45 |
| Sharpe Ratio | 0.3 |
| Bear Market Decile Rank | 41 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World Ex US NR USD |
|
|---|---|---|
| R-Squared | 97.56 | 97.74 |
| Beta | 0.92 | 0.94 |
| Alpha | -2.9 | -2.52 |
