| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
4
3
2
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.27 |
| Mean | 0.96 |
| Sharpe Ratio | 0.62 |
| Bear Market Decile Rank | 37 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE Growth NR USD |
|
|---|---|---|
| R-Squared | 93.64 | 96.25 |
| Beta | 0.91 | 0.95 |
| Alpha | 3.24 | 1.98 |
