| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
3
2
3
5
1
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.58 |
| Mean | 0.84 |
| Sharpe Ratio | 0.54 |
| Bear Market Decile Rank | 97 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index Morningstar SEC/Basic Materials TR USD |
|
|---|---|---|
| R-Squared | 63.36 | 88.1 |
| Beta | 0.81 | 0.73 |
| Alpha | 0.19 | -0.25 |
