| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
5
2
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.96 |
| Mean | 0.44 |
| Sharpe Ratio | 0.26 |
| Bear Market Decile Rank | 78 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World Ex US NR USD |
|
|---|---|---|
| R-Squared | 96.78 | 97.53 |
| Beta | 1.01 | 1.04 |
| Alpha | -3.91 | -3.52 |
