| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
2
2
5
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.07 |
| Mean | 0.64 |
| Sharpe Ratio | 0.4 |
| Bear Market Decile Rank | 68 |
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 | 92.0 | 94.06 |
| Beta | 0.94 | 0.97 |
| Alpha | -0.89 | 0.25 |
