| Scorecard |
|---|
|
5 / 5 Stars
|
|
Lipper
5
5
3
3
5
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 17.45 |
| Mean | 1.35 |
| Sharpe Ratio | 0.92 |
| Bear Market Decile Rank | 25 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World NR USD |
|
|---|---|---|
| R-Squared | 80.08 | 83.53 |
| Beta | 0.86 | 1.03 |
| Alpha | 5.78 | 2.05 |
