| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
2
3
1
3
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E+
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 19.57 |
| Mean | 0.52 |
| Sharpe Ratio | 0.31 |
| Bear Market Decile Rank | 44 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI AC Far East Ex Japan NR USD |
|
|---|---|---|
| R-Squared | 72.43 | 94.61 |
| Beta | 0.86 | 0.96 |
| Alpha | -1.53 | -2.07 |
