| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
---
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.63 |
| Mean | 0.96 |
| Sharpe Ratio | 0.58 |
| Bear Market Decile Rank | 74 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index |
|
|---|---|---|
| R-Squared | 83.13 | |
| Beta | 0.98 | |
| Alpha | -0.36 |
