| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
2
1
2
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.64 |
| Mean | 0.57 |
| Sharpe Ratio | 0.31 |
| Bear Market Decile Rank | 78 |
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 | 91.64 | 94.52 |
| Beta | 1.06 | 1.1 |
| Alpha | -2.84 | -1.58 |
