| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
2
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 | 22.23 |
| Mean | 0.47 |
| Sharpe Ratio | 0.25 |
| Bear Market Decile Rank | 95 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 67.93 | 89.44 |
| Beta | 1.01 | 1.03 |
| Alpha | -6.6 | -1.93 |
