| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
2
1
1
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.16 |
| Mean | 0.48 |
| Sharpe Ratio | 0.27 |
| Bear Market Decile Rank | 84 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE NR USD |
|
|---|---|---|
| R-Squared | 98.26 | 98.26 |
| Beta | 1.08 | 1.08 |
| Alpha | -4.01 | -4.01 |
