| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
4
3
2
3
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.08 |
| Mean | 1.02 |
| Sharpe Ratio | 0.64 |
| Bear Market Decile Rank | 87 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE Growth NR USD |
|
|---|---|---|
| R-Squared | 91.06 | 94.94 |
| Beta | 1.0 | 1.06 |
| Alpha | 0.18 | -1.39 |
