| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
1
1
4
4
4
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
D
(Sell)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 15.23 |
| Mean | 0.37 |
| Sharpe Ratio | 0.29 |
| Bear Market Decile Rank | 25 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World NR USD |
|
|---|---|---|
| R-Squared | 82.32 | 90.04 |
| Beta | 0.71 | 0.86 |
| Alpha | -2.0 | -4.68 |
