| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
---
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.66 |
| Mean | 1.11 |
| Sharpe Ratio | 0.67 |
| Bear Market Decile Rank | 65 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE Growth NR USD |
|
|---|---|---|
| R-Squared | 88.98 | 93.44 |
| Beta | 0.95 | 1.01 |
| Alpha | 4.67 | 3.24 |
