| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
---
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 15.52 |
| Mean | 0.62 |
| Sharpe Ratio | 0.48 |
| Bear Market Decile Rank | 43 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Japan NR USD |
|
|---|---|---|
| R-Squared | 44.62 | 93.37 |
| Beta | 0.57 | 0.99 |
| Alpha | 0.53 | -0.61 |
