| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
5
2
4
5
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
D+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.37 |
| Mean | 0.96 |
| Sharpe Ratio | 0.7 |
| Bear Market Decile Rank | 41 |
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 | 87.78 | 90.33 |
| Beta | 0.84 | 0.86 |
| Alpha | 1.3 | 2.57 |
