| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
4
4
1
4
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.24 |
| Mean | 0.66 |
| Sharpe Ratio | 0.39 |
| Bear Market Decile Rank | 48 |
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 | 96.98 | 97.05 |
| Beta | 1.02 | 1.05 |
| Alpha | -1.38 | -0.95 |
