| Scorecard |
|---|
|
4 / 5 Stars
|
|
Lipper
5
5
4
2
2
|
|
Zacks Investment Research
3
(Hold)
|
|
Standard & Poor's
4 / 5 Stars
|
|
TheStreet.com
C+
(Hold)
|
Risk
Volatility Measurements
Updated 04.30.2013
| Standard Deviation | 16.55 |
| Mean | 1.14 |
| Sharpe Ratio | 0.82 |
| Bear Market Decile Rank | 22 |
Modern Portfolio Theory Statistics
Updated 04.30.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI World NR USD |
|
|---|---|---|
| R-Squared | 93.79 | 97.36 |
| Beta | 0.82 | 0.98 |
| Alpha | 6.17 | 3.34 |
