| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
3
1
4
3
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 22.49 |
| Mean | 0.67 |
| Sharpe Ratio | 0.35 |
| Bear Market Decile Rank | 90 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 91.89 | 94.98 |
| Beta | 1.11 | 1.29 |
| Alpha | -1.98 | -4.58 |
