| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
1
1
2
2
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.64 |
| Mean | 0.38 |
| Sharpe Ratio | 0.24 |
| Bear Market Decile Rank | 66 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 95.67 | 96.89 |
| Beta | 0.94 | 0.96 |
| Alpha | -3.98 | -2.81 |
