| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
2
3
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.37 |
| Mean | 0.61 |
| Sharpe Ratio | 0.4 |
| Bear Market Decile Rank | 79 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 94.74 | 97.29 |
| Beta | 0.92 | 0.95 |
| Alpha | -0.96 | 0.14 |
