| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
2
4
5
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.0 |
| Mean | 1.37 |
| Sharpe Ratio | 1.02 |
| Bear Market Decile Rank | 10 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI Ex USA NR USD |
|
|---|---|---|
| R-Squared | 81.43 | 88.18 |
| Beta | 0.79 | 0.83 |
| Alpha | 6.76 | 7.75 |
