| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
4
3
2
2
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.96 |
| Mean | 0.91 |
| Sharpe Ratio | 0.6 |
| Bear Market Decile Rank | 17 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 74.99 | 94.13 |
| Beta | 0.8 | 0.82 |
| Alpha | 3.7 | 6.6 |
