| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
5
2
5
2
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 17.26 |
| Mean | 0.94 |
| Sharpe Ratio | 0.65 |
| Bear Market Decile Rank | 20 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI AC Far East Ex Japan NR USD |
|
|---|---|---|
| R-Squared | 62.51 | 90.31 |
| Beta | 0.75 | 0.86 |
| Alpha | 2.17 | 1.72 |
