| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
2
1
5
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.0 |
| Mean | 0.71 |
| Sharpe Ratio | 0.4 |
| Bear Market Decile Rank | 71 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World Ex US NR USD |
|
|---|---|---|
| R-Squared | 96.2 | 96.93 |
| Beta | 1.06 | 1.09 |
| Alpha | -1.11 | -0.7 |
