| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
---
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 15.53 |
| Mean | 0.99 |
| Sharpe Ratio | 0.76 |
| Bear Market Decile Rank | 10 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index |
|
|---|---|---|
| R-Squared | 78.59 | |
| Beta | 0.71 | |
| Alpha | 5.47 |
