| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
1 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.53 |
| Mean | 0.58 |
| Sharpe Ratio | 0.35 |
| Bear Market Decile Rank | 86 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EAFE Growth NR USD |
|
|---|---|---|
| R-Squared | 88.9 | 91.04 |
| Beta | 0.94 | 0.99 |
| Alpha | -1.58 | -2.88 |
