| Scorecard |
|---|
|
1 / 5 Stars
|
|
Lipper
1
1
1
2
4
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 21.43 |
| Mean | 0.24 |
| Sharpe Ratio | 0.13 |
| Bear Market Decile Rank | 91 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 80.4 | 86.51 |
| Beta | 0.99 | 1.17 |
| Alpha | -6.02 | -8.57 |
