| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
4
5
2
5
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.95 |
| Mean | 1.06 |
| Sharpe Ratio | 0.67 |
| Bear Market Decile Rank | 73 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World NR USD |
|
|---|---|---|
| R-Squared | 95.71 | 98.14 |
| Beta | 0.95 | 1.12 |
| Alpha | 4.13 | 0.92 |
