| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
3
4
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.05 |
| Mean | 0.48 |
| Sharpe Ratio | 0.28 |
| Bear Market Decile Rank | 87 |
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 | 95.43 | 95.56 |
| Beta | 1.01 | 1.03 |
| Alpha | -3.41 | -2.99 |
