| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
3
3
1
4
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.33 |
| Mean | 1.06 |
| Sharpe Ratio | 0.65 |
| Bear Market Decile Rank | 72 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 96.75 | 97.9 |
| Beta | 1.05 | 0.92 |
| Alpha | 0.07 | 0.25 |
