| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
1
4
2
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.25 |
| Mean | 0.6 |
| Sharpe Ratio | 0.33 |
| Bear Market Decile Rank | 78 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE Value NR USD |
|
|---|---|---|
| R-Squared | 97.12 | 97.62 |
| Beta | 1.08 | 1.02 |
| Alpha | -2.59 | -1.2 |
