| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 15.63 |
| Mean | 1.31 |
| Sharpe Ratio | 1.0 |
| Bear Market Decile Rank | 20 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index |
|
|---|---|---|
| R-Squared | 84.66 | |
| Beta | 0.79 | |
| Alpha | 6.07 |
