| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
4
3
4
3
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
C
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.67 |
| Mean | 0.85 |
| Sharpe Ratio | 0.54 |
| Bear Market Decile Rank | 49 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World NR USD |
|
|---|---|---|
| R-Squared | 91.63 | 93.75 |
| Beta | 0.92 | 1.08 |
| Alpha | 1.82 | -1.26 |
