| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
1
3
1
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.52 |
| Mean | 0.62 |
| Sharpe Ratio | 0.42 |
| Bear Market Decile Rank | 16 |
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 | 97.14 | 97.66 |
| Beta | 0.89 | 0.9 |
| Alpha | -0.56 | 0.58 |
