| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
5
3
5
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 15.78 |
| Mean | 0.8 |
| Sharpe Ratio | 0.6 |
| Bear Market Decile Rank | 5 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE Growth NR USD |
|
|---|---|---|
| R-Squared | 92.94 | 96.4 |
| Beta | 0.78 | 0.82 |
| Alpha | 2.44 | 1.32 |
