| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
2
1
4
5
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
1 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 34.19 |
| Mean | 1.11 |
| Sharpe Ratio | 0.38 |
| Bear Market Decile Rank | 83 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI Japan NR USD |
|
|---|---|---|
| R-Squared | 56.54 | 83.67 |
| Beta | 1.32 | 2.01 |
| Alpha | 1.32 | -1.43 |
