| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
3
1
4
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.93 |
| Mean | 0.65 |
| Sharpe Ratio | 0.39 |
| Bear Market Decile Rank | 69 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 96.98 | 98.44 |
| Beta | 1.01 | 1.03 |
| Alpha | -1.34 | -0.09 |
