| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
3
1
5
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D-
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.16 |
| Mean | 0.74 |
| Sharpe Ratio | 0.48 |
| Bear Market Decile Rank | 62 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 92.37 | 98.58 |
| Beta | 0.9 | 1.06 |
| Alpha | 0.72 | -1.54 |
