| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
2
2
2
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.21 |
| Mean | 1.04 |
| Sharpe Ratio | 0.65 |
| Bear Market Decile Rank | 89 |
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 | 86.62 | 91.16 |
| Beta | 0.98 | 1.02 |
| Alpha | 0.62 | 1.98 |
