| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
4
3
4
1
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 17.3 |
| Mean | 1.18 |
| Sharpe Ratio | 0.81 |
| Bear Market Decile Rank | 4 |
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 | 96.94 | 97.21 |
| Beta | 0.94 | 0.96 |
| Alpha | 2.75 | 3.19 |
