| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
1
4
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.01 |
| Mean | 0.67 |
| Sharpe Ratio | 0.38 |
| Bear Market Decile Rank | 54 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 95.21 | 96.33 |
| Beta | 1.05 | 0.93 |
| Alpha | -1.56 | -0.82 |
