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ING Index Plus MidCap A (AIMAX)
On
Dec 10
:
11.37
0.07
(0.62%)
MORE ON AIMAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
16.09%
Worst 1 Yr Total Return
(2008)
:
-37.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AIMAX
Category
Alpha (against Standard Index)
1.45
2.78
Beta (against Standard Index)
1.13
1.14
Mean Annual Return
-7.38
-0.31
R-squared (against Standard Index)
91
88.48
Standard Deviation
23.14
23.83
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.63
N/A
5 Years
Statistic
AIMAX
Category
Alpha (against Standard Index)
1.02
2.11
Beta (against Standard Index)
1.15
1.17
Mean Annual Return
0.55
0.29
R-squared (against Standard Index)
90
86.78
Standard Deviation
19.24
20.06
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.15
N/A
10 Years
Statistic
AIMAX
Category
Alpha (against Standard Index)
6.25
6.25
Beta (against Standard Index)
0.99
1.05
Mean Annual Return
5.09
0.54
R-squared (against Standard Index)
79
72.80
Standard Deviation
18.04
19.97
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.14
N/A
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