| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
5
5
2
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
C
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 13.67 |
| Mean | 1.07 |
| Sharpe Ratio | 0.93 |
| Bear Market Decile Rank | 2 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI EM NR USD |
|
|---|---|---|
| R-Squared | 58.86 | 74.38 |
| Beta | 0.58 | 0.58 |
| Alpha | 5.82 | 8.58 |
