| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
2
2
5
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.97 |
| Mean | 0.64 |
| Sharpe Ratio | 0.38 |
| Bear Market Decile Rank | 81 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 96.23 | 97.17 |
| Beta | 1.0 | 1.03 |
| Alpha | -1.4 | -0.12 |
