| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
5
4
2
2
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
The fund's Value Line Risk Rank, a measure of volatility, is 3 on a scale of 1 to 5, with 1 being the least volatile and 5 the most.
Value Line 2013-06-11
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 14.99 |
| Mean | 1.19 |
| Sharpe Ratio | 0.95 |
| Bear Market Decile Rank | 36 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 91.5 | 97.66 |
| Beta | 0.79 | 0.93 |
| Alpha | 4.73 | 2.27 |
