| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
3
4
2
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
The fund's Value Line Risk Rank, a measure of volatility, is 4 on a scale of 1 to 5, with 1 being the least volatile and 5 the most.
Value Line 2013-03-12
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.79 |
| Mean | 0.98 |
| Sharpe Ratio | 0.62 |
| Bear Market Decile Rank | 68 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World NR USD |
|
|---|---|---|
| R-Squared | 94.22 | 97.32 |
| Beta | 0.94 | 1.11 |
| Alpha | 3.28 | 0.09 |
