| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
2
2
2
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.35 |
| Mean | 0.81 |
| Sharpe Ratio | 0.47 |
| Bear Market Decile Rank | 88 |
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 | 88.13 | 92.15 |
| Beta | 0.98 | 1.02 |
| Alpha | 0.81 | 1.92 |
