| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
1
1
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.1 |
| Mean | 0.87 |
| Sharpe Ratio | 0.49 |
| Bear Market Decile Rank | 82 |
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 | 95.63 | 96.99 |
| Beta | 1.06 | 1.09 |
| Alpha | 0.82 | 2.15 |
