| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
2
1
5
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 25.66 |
| Mean | 0.24 |
| Sharpe Ratio | 0.11 |
| Bear Market Decile Rank | 64 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 45.3 | 67.67 |
| Beta | 0.95 | 1.03 |
| Alpha | -8.58 | -4.63 |
