| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
1
1
4
2
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.76 |
| Mean | 0.84 |
| Sharpe Ratio | 0.53 |
| Bear Market Decile Rank | 87 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE NR USD |
|
|---|---|---|
| R-Squared | 94.88 | 94.88 |
| Beta | 1.0 | 1.0 |
| Alpha | -2.11 | -2.11 |
