| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
4
3
5
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.92 |
| Mean | 0.71 |
| Sharpe Ratio | 0.47 |
| Bear Market Decile Rank | 9 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE Value NR USD |
|
|---|---|---|
| R-Squared | 93.23 | 95.36 |
| Beta | 0.89 | 0.85 |
| Alpha | 0.4 | 1.5 |
