| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
3
3
4
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.68 |
| Mean | 0.6 |
| Sharpe Ratio | 0.4 |
| Bear Market Decile Rank | 57 |
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 | 94.5 | 96.8 |
| Beta | 0.88 | 0.91 |
| Alpha | -0.79 | 0.28 |
