| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
5
2
2
3
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.7 |
| Mean | 0.81 |
| Sharpe Ratio | 0.51 |
| Bear Market Decile Rank | 18 |
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 | 97.97 | 98.47 |
| Beta | 0.95 | 0.97 |
| Alpha | 1.06 | 1.44 |
