| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
3
5
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E-
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 31.17 |
| Mean | 0.26 |
| Sharpe Ratio | 0.1 |
| Bear Market Decile Rank | 100 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 69.8 | 81.95 |
| Beta | 1.43 | 1.38 |
| Alpha | -14.24 | -7.01 |
