| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
3
4
3
2
4
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 16.97 |
| Mean | 0.78 |
| Sharpe Ratio | 0.54 |
| Bear Market Decile Rank | 15 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EASEA NR USD |
|
|---|---|---|
| R-Squared | 94.42 | 96.28 |
| Beta | 0.85 | 0.76 |
| Alpha | 1.64 | 1.83 |
