| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
2
5
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.69 |
| Mean | 0.56 |
| Sharpe Ratio | 0.35 |
| Bear Market Decile Rank | 96 |
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 | 81.37 | 88.12 |
| Beta | 0.93 | 0.97 |
| Alpha | -4.52 | -3.37 |
