| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
2
1
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
1 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.14 |
| Mean | 0.54 |
| Sharpe Ratio | 0.33 |
| Bear Market Decile Rank | 39 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 77.82 | 88.17 |
| Beta | 0.87 | 0.85 |
| Alpha | -1.44 | 1.94 |
