| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
4
3
5
1
2
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
C
(Hold)
|
Risk
The fund's Value Line Risk Rank, a measure of volatility, is 2 on a scale of 1 to 5, with 1 being the least volatile and 5 the most.
Value Line 2013-03-12
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 12.67 |
| Mean | 0.75 |
| Sharpe Ratio | 0.7 |
| Bear Market Decile Rank | 22 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World NR USD |
|
|---|---|---|
| R-Squared | 90.68 | 95.14 |
| Beta | 0.62 | 0.74 |
| Alpha | 3.28 | 1.11 |
