| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
1
1
3
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.71 |
| Mean | 0.73 |
| Sharpe Ratio | 0.46 |
| Bear Market Decile Rank | 91 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE NR USD |
|
|---|---|---|
| R-Squared | 94.83 | 94.83 |
| Beta | 1.0 | 1.0 |
| Alpha | -3.34 | -3.34 |
