| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
4
2
4
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.65 |
| Mean | 0.75 |
| Sharpe Ratio | 0.43 |
| Bear Market Decile Rank | 71 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 97.58 | 98.18 |
| Beta | 1.05 | 0.92 |
| Alpha | -0.44 | 0.32 |
