| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
4
2
5
2
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 17.71 |
| Mean | 0.91 |
| Sharpe Ratio | 0.61 |
| Bear Market Decile Rank | 51 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World Ex US NR USD |
|
|---|---|---|
| R-Squared | 98.08 | 98.41 |
| Beta | 0.96 | 0.99 |
| Alpha | -0.82 | -0.37 |
