| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
2
1
5
4
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 22.13 |
| Mean | 0.81 |
| Sharpe Ratio | 0.43 |
| Bear Market Decile Rank | 98 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE Growth NR USD |
|
|---|---|---|
| R-Squared | 89.96 | 92.72 |
| Beta | 1.08 | 1.13 |
| Alpha | -0.09 | -1.61 |
