| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
2
3
5
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 20.12 |
| Mean | 0.74 |
| Sharpe Ratio | 0.44 |
| Bear Market Decile Rank | 71 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World Ex US NR USD |
|
|---|---|---|
| R-Squared | 85.22 | 86.09 |
| Beta | 0.95 | 0.98 |
| Alpha | 0.28 | 0.64 |
