| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
2
1
3
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.35 |
| Mean | 0.72 |
| Sharpe Ratio | 0.42 |
| Bear Market Decile Rank | 91 |
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 | 87.96 | 92.01 |
| Beta | 0.98 | 1.02 |
| Alpha | -0.25 | 0.86 |
