| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
2
1
1
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.77 |
| Mean | 0.77 |
| Sharpe Ratio | 0.49 |
| Bear Market Decile Rank | 90 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE NR USD |
|
|---|---|---|
| R-Squared | 94.86 | 94.86 |
| Beta | 1.0 | 1.0 |
| Alpha | -2.89 | -2.89 |
