| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
5
2
5
3
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.28 |
| Mean | 0.74 |
| Sharpe Ratio | 0.43 |
| Bear Market Decile Rank | 59 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World Ex US NR USD |
|
|---|---|---|
| R-Squared | 97.85 | 98.11 |
| Beta | 1.03 | 1.06 |
| Alpha | -0.47 | -0.05 |
