| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
4
4
5
2
|
|
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 2013-03-12
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 16.08 |
| Mean | 0.87 |
| Sharpe Ratio | 0.64 |
| Bear Market Decile Rank | 39 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 93.67 | 98.25 |
| Beta | 0.8 | 0.94 |
| Alpha | 3.19 | 1.25 |
