| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
4
2
2
2
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.3 |
| Mean | 0.84 |
| Sharpe Ratio | 0.47 |
| Bear Market Decile Rank | 30 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 74.5 | 91.32 |
| Beta | 0.94 | 0.96 |
| Alpha | 1.5 | 5.0 |
