| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
1
4
2
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.75 |
| Mean | 0.85 |
| Sharpe Ratio | 0.54 |
| Bear Market Decile Rank | 84 |
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 | 94.75 | 94.93 |
| Beta | 1.0 | 1.02 |
| Alpha | -1.99 | -1.51 |
