| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
5
1
4
3
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
The fund's Value Line Risk Rank, a measure of volatility, is 4 on a scale of 1 to 5, with 1 being the least volatile and 5 the most.
Value Line 2013-03-12
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.57 |
| Mean | 0.72 |
| Sharpe Ratio | 0.42 |
| Bear Market Decile Rank | 79 |
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 | 97.4 | 97.86 |
| Beta | 1.04 | 1.07 |
| Alpha | -0.8 | -0.38 |
