| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
1
1
3
2
5
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.3 |
| Mean | 0.71 |
| Sharpe Ratio | 0.49 |
| Bear Market Decile Rank | 26 |
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 | 90.18 | 93.11 |
| Beta | 0.84 | 0.87 |
| Alpha | 0.85 | 1.85 |
