| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
4
2
1
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
B
(Buy)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.96 |
| Mean | 1.84 |
| Sharpe Ratio | 1.3 |
| Bear Market Decile Rank | 39 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 87.55 | 92.71 |
| Beta | 0.87 | 1.03 |
| Alpha | 11.56 | 8.88 |
