| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
4
3
1
5
|
|
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 | 18.37 |
| Mean | 0.69 |
| Sharpe Ratio | 0.45 |
| Bear Market Decile Rank | 21 |
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 | 94.72 | 95.14 |
| Beta | 0.92 | 0.94 |
| Alpha | 0.0 | 1.18 |
