| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
2
1
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.36 |
| Mean | 0.81 |
| Sharpe Ratio | 0.59 |
| Bear Market Decile Rank | 17 |
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 | 92.75 | 93.68 |
| Beta | 0.87 | 0.89 |
| Alpha | -0.82 | -0.45 |
