| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
3
3
2
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.31 |
| Mean | 1.1 |
| Sharpe Ratio | 0.81 |
| Bear Market Decile Rank | 32 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 87.84 | 95.61 |
| Beta | 0.84 | 1.0 |
| Alpha | 3.06 | 0.31 |
