| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.35 |
| Mean | 0.63 |
| Sharpe Ratio | 0.41 |
| Bear Market Decile Rank | 90 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index DJ Moderate TR USD |
|
|---|---|---|
| R-Squared | 81.09 | 91.18 |
| Beta | 0.85 | 1.83 |
| Alpha | -0.15 | -8.61 |
