| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
2
3
3
5
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.66 |
| Mean | 0.53 |
| Sharpe Ratio | 0.36 |
| Bear Market Decile Rank | 63 |
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 | 94.49 | 96.8 |
| Beta | 0.88 | 0.91 |
| Alpha | -1.6 | -0.54 |
