| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
4
2
1
4
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.32 |
| Mean | 0.66 |
| Sharpe Ratio | 0.4 |
| Bear Market Decile Rank | 62 |
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 | 96.49 | 97.2 |
| Beta | 0.97 | 1.0 |
| Alpha | -0.94 | 0.31 |
