| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
2
2
2
3
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 17.19 |
| Mean | 0.75 |
| Sharpe Ratio | 0.52 |
| Bear Market Decile Rank | 28 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World NR USD |
|
|---|---|---|
| R-Squared | 91.81 | 94.06 |
| Beta | 0.84 | 1.0 |
| Alpha | 1.26 | -1.59 |
