| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
5
4
1
4
2
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.35 |
| Mean | 0.69 |
| Sharpe Ratio | 0.38 |
| Bear Market Decile Rank | 68 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Europe NR USD |
|
|---|---|---|
| R-Squared | 96.0 | 96.56 |
| Beta | 1.07 | 0.94 |
| Alpha | -1.46 | -0.68 |
