| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
3
5
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.65 |
| Mean | 0.97 |
| Sharpe Ratio | 0.66 |
| Bear Market Decile Rank | 14 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 68.71 | 88.42 |
| Beta | 0.75 | 0.79 |
| Alpha | 4.83 | 7.51 |
