| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
2
3
2
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.07 |
| Mean | 0.61 |
| Sharpe Ratio | 0.4 |
| Bear Market Decile Rank | 27 |
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 | 97.5 | 97.7 |
| Beta | 0.92 | 0.94 |
| Alpha | -0.96 | -0.58 |
