| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
4
4
3
5
3
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
5 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 16.55 |
| Mean | 1.2 |
| Sharpe Ratio | 0.86 |
| Bear Market Decile Rank | 59 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI ACWI NR USD |
|
|---|---|---|
| R-Squared | 91.32 | 98.06 |
| Beta | 0.87 | 1.03 |
| Alpha | 3.84 | 1.09 |
