| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
4
2
5
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.22 |
| Mean | 0.55 |
| Sharpe Ratio | 0.32 |
| Bear Market Decile Rank | 57 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE NR USD |
|
|---|---|---|
| R-Squared | 95.45 | 95.45 |
| Beta | 1.01 | 1.01 |
| Alpha | -2.62 | -2.62 |
