| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
2
3
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.9 |
| Mean | 0.67 |
| Sharpe Ratio | 0.44 |
| Bear Market Decile Rank | 7 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE Value NR USD |
|
|---|---|---|
| R-Squared | 92.6 | 94.79 |
| Beta | 0.88 | 0.85 |
| Alpha | -0.01 | 1.08 |
