| Scorecard |
|---|
|
2 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
4
(Sell)
|
|
Standard & Poor's
2 / 5 Stars
|
|
TheStreet.com
---
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 19.42 |
| Mean | 1.06 |
| Sharpe Ratio | 0.65 |
| Bear Market Decile Rank | 55 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index Morningstar US Growth TR USD |
|
|---|---|---|
| R-Squared | 73.11 | 90.11 |
| Beta | 0.91 | 1.16 |
| Alpha | 1.6 | -6.75 |
