| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
4
1
2
3
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 20.57 |
| Mean | 0.97 |
| Sharpe Ratio | 0.56 |
| Bear Market Decile Rank | 93 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 92.84 | 96.11 |
| Beta | 1.09 | 1.12 |
| Alpha | -1.58 | 0.03 |
