| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
3
1
5
4
4
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 12.56 |
| Mean | 0.47 |
| Sharpe Ratio | 0.44 |
| Bear Market Decile Rank | 2 |
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 | 90.05 | 94.65 |
| Beta | 0.66 | 0.68 |
| Alpha | -2.3 | -1.39 |
