| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
1
2
5
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.79 |
| Mean | 0.85 |
| Sharpe Ratio | 0.54 |
| Bear Market Decile Rank | 80 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World Ex US NR USD |
|
|---|---|---|
| R-Squared | 96.24 | 97.02 |
| Beta | 1.01 | 1.04 |
| Alpha | -2.05 | -1.6 |
