| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
4
2
3
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 17.54 |
| Mean | 0.95 |
| Sharpe Ratio | 0.65 |
| Bear Market Decile Rank | 43 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 91.94 | 96.57 |
| Beta | 0.92 | 0.96 |
| Alpha | 0.24 | 1.53 |
