| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
5
1
2
1
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.84 |
| Mean | 0.74 |
| Sharpe Ratio | 0.42 |
| Bear Market Decile Rank | 64 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 97.33 | 98.06 |
| Beta | 1.06 | 0.93 |
| Alpha | -0.68 | 0.09 |
