| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
2
5
2
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.89 |
| Mean | 0.67 |
| Sharpe Ratio | 0.4 |
| Bear Market Decile Rank | 60 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EASEA NR USD |
|
|---|---|---|
| R-Squared | 96.86 | 98.43 |
| Beta | 1.0 | 0.9 |
| Alpha | -1.1 | -0.86 |
