| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
4
1
3
5
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 22.52 |
| Mean | 1.29 |
| Sharpe Ratio | 0.69 |
| Bear Market Decile Rank | 97 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 92.52 | 94.99 |
| Beta | 1.19 | 1.38 |
| Alpha | 1.12 | -2.25 |
