| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
---
|
|
Zacks Investment Research
5
(Strong Sell)
|
|
Standard & Poor's
---
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 15.71 |
| Mean | 1.17 |
| Sharpe Ratio | 0.89 |
| Bear Market Decile Rank | 37 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World NR USD |
|
|---|---|---|
| R-Squared | 93.66 | 99.4 |
| Beta | 0.84 | 1.01 |
| Alpha | 3.92 | 0.17 |
