| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
3
1
3
5
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.02 |
| Mean | 1.08 |
| Sharpe Ratio | 0.67 |
| Bear Market Decile Rank | 86 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 93.01 | 96.23 |
| Beta | 1.01 | 1.04 |
| Alpha | 0.7 | 2.19 |
