| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
4
4
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 14.04 |
| Mean | 0.32 |
| Sharpe Ratio | 0.27 |
| Bear Market Decile Rank | 24 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Japan NR USD |
|
|---|---|---|
| R-Squared | 38.41 | 85.0 |
| Beta | 0.48 | 0.85 |
| Alpha | -2.01 | -3.16 |
