| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
5
5
4
3
1
|
|
Zacks Investment Research
---
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.1 |
| Mean | 1.03 |
| Sharpe Ratio | 0.68 |
| Bear Market Decile Rank | 52 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index DJ Moderate TR USD |
|
|---|---|---|
| R-Squared | 86.43 | 94.97 |
| Beta | 0.86 | 1.84 |
| Alpha | 4.52 | -3.92 |
