| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
4
5
4
2
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 11.18 |
| Mean | 0.88 |
| Sharpe Ratio | 0.93 |
| Bear Market Decile Rank | 1 |
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 | 86.44 | 89.92 |
| Beta | 0.57 | 0.59 |
| Alpha | 3.55 | 4.38 |
