| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
2
1
2
5
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.66 |
| Mean | 0.7 |
| Sharpe Ratio | 0.4 |
| Bear Market Decile Rank | 75 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 97.61 | 98.19 |
| Beta | 1.05 | 0.92 |
| Alpha | -1.13 | -0.36 |
