| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
4
4
3
|
|
Zacks Investment Research
2
(Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 13.74 |
| Mean | 0.42 |
| Sharpe Ratio | 0.36 |
| Bear Market Decile Rank | 14 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Japan NR USD |
|
|---|---|---|
| R-Squared | 46.73 | 87.55 |
| Beta | 0.48 | 0.82 |
| Alpha | 0.63 | -1.04 |
