| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
3
1
3
3
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.04 |
| Mean | 0.71 |
| Sharpe Ratio | 0.4 |
| Bear Market Decile Rank | 76 |
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 | 90.77 | 93.93 |
| Beta | 1.03 | 1.07 |
| Alpha | -0.87 | 0.34 |
