| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
3
3
2
4
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
1 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 18.79 |
| Mean | 0.84 |
| Sharpe Ratio | 0.53 |
| Bear Market Decile Rank | 81 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index Morningstar Moderately Aggr Target Risk |
|
|---|---|---|
| R-Squared | 91.56 | 98.39 |
| Beta | 0.92 | 1.41 |
| Alpha | 1.65 | -4.41 |
