| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
4
4
5
3
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
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 | 14.98 |
| Mean | 1.16 |
| Sharpe Ratio | 0.92 |
| Bear Market Decile Rank | 38 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 91.59 | 97.74 |
| Beta | 0.79 | 0.93 |
| Alpha | 4.31 | 1.85 |
