| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
4
4
1
5
5
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.93 |
| Mean | 0.88 |
| Sharpe Ratio | 0.5 |
| Bear Market Decile Rank | 64 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World Ex US NR USD |
|
|---|---|---|
| R-Squared | 98.63 | 98.78 |
| Beta | 1.07 | 1.09 |
| Alpha | 0.93 | 1.38 |
