| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
4
2
5
4
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.68 |
| Mean | 0.85 |
| Sharpe Ratio | 0.51 |
| Bear Market Decile Rank | 67 |
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 | 69.71 | 93.79 |
| Beta | 0.9 | 1.0 |
| Alpha | -0.8 | -0.93 |
