| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
4
5
5
2
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
---
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 3.8 |
| Mean | 0.55 |
| Sharpe Ratio | 1.71 |
| Bear Market Decile Rank | 9 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index S&P 500 TR USD |
Best Fit Index MSCI Japan NR USD |
|
|---|---|---|
| R-Squared | 8.87 | 21.88 |
| Beta | 0.08 | 0.12 |
| Alpha | 5.16 | 5.55 |
