| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
2
3
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 | 18.67 |
| Mean | 0.83 |
| Sharpe Ratio | 0.53 |
| Bear Market Decile Rank | 17 |
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 | 97.96 | 98.47 |
| Beta | 0.95 | 0.97 |
| Alpha | 1.4 | 1.78 |
