| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
4
4
4
4
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 | 16.38 |
| Mean | 0.91 |
| Sharpe Ratio | 0.66 |
| Bear Market Decile Rank | 7 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 90.62 | 93.21 |
| Beta | 0.8 | 0.71 |
| Alpha | 3.6 | 4.11 |
