| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
4
5
1
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
C-
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 14.52 |
| Mean | 0.89 |
| Sharpe Ratio | 0.73 |
| Bear Market Decile Rank | 14 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World NR USD |
|
|---|---|---|
| R-Squared | 93.47 | 95.97 |
| Beta | 0.72 | 0.85 |
| Alpha | 4.1 | 1.66 |
