| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
5
3
3
3
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 17.33 |
| Mean | 1.08 |
| Sharpe Ratio | 0.74 |
| Bear Market Decile Rank | 30 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE Growth NR USD |
|
|---|---|---|
| R-Squared | 91.08 | 95.66 |
| Beta | 0.91 | 0.97 |
| Alpha | 1.88 | 0.41 |
