| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
5
2
2
4
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.61 |
| Mean | 0.93 |
| Sharpe Ratio | 0.59 |
| Bear Market Decile Rank | 70 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World NR USD |
|
|---|---|---|
| R-Squared | 94.09 | 97.26 |
| Beta | 0.93 | 1.1 |
| Alpha | 2.7 | -0.47 |
