| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
2
4
1
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.5 |
| Mean | 0.78 |
| Sharpe Ratio | 0.5 |
| Bear Market Decile Rank | 40 |
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 | 92.72 | 96.92 |
| Beta | 0.91 | 0.95 |
| Alpha | 1.08 | 2.12 |
