| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.66 |
| Mean | 0.98 |
| Sharpe Ratio | 0.66 |
| Bear Market Decile Rank | 13 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index |
|
|---|---|---|
| R-Squared | 68.63 | |
| Beta | 0.75 | |
| Alpha | 4.97 |
