| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
2
2
4
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.73 |
| Mean | 1.19 |
| Sharpe Ratio | 0.76 |
| Bear Market Decile Rank | 74 |
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 | 94.5 | 96.5 |
| Beta | 1.0 | 1.02 |
| Alpha | 2.15 | 3.7 |
