| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
2
2
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.28 |
| Mean | 0.89 |
| Sharpe Ratio | 0.58 |
| Bear Market Decile Rank | 83 |
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 | 81.78 | 88.81 |
| Beta | 0.91 | 0.96 |
| Alpha | -0.39 | 0.72 |
