| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
1
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 | 25.49 |
| Mean | -0.15 |
| Sharpe Ratio | -0.07 |
| Bear Market Decile Rank | 98 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI AC Far East Ex Japan NR USD |
|
|---|---|---|
| R-Squared | 63.83 | 87.9 |
| Beta | 1.12 | 1.26 |
| Alpha | -15.34 | -15.66 |
