| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
3
3
3
2
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.46 |
| Mean | 0.92 |
| Sharpe Ratio | 0.59 |
| Bear Market Decile Rank | 4 |
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 | 97.36 | 97.57 |
| Beta | 0.94 | 0.96 |
| Alpha | 2.49 | 2.88 |
