| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
5
2
3
4
|
|
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 | 19.02 |
| Mean | 0.77 |
| Sharpe Ratio | 0.48 |
| Bear Market Decile Rank | 50 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 93.8 | 97.4 |
| Beta | 0.95 | 0.98 |
| Alpha | 0.7 | 1.79 |
