| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
3
4
4
3
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.15 |
| Mean | 1.11 |
| Sharpe Ratio | 0.77 |
| Bear Market Decile Rank | 13 |
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 | 83.72 | 89.47 |
| Beta | 0.81 | 0.85 |
| Alpha | 6.02 | 6.87 |
