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Friday, December 11, 2009, 7:41PM ET - U.S. Markets Closed.
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ING Index Plus SmallCap A (AISAX)
On
Dec 11
:
11.44
0.12
(1.06%)
MORE ON AISAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
21.54%
Worst 1 Yr Total Return
(2008)
:
-33.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AISAX
Category
Alpha (against Standard Index)
-3.73
-0.48
Beta (against Standard Index)
1.14
1.16
Mean Annual Return
-10.93
-0.45
R-squared (against Standard Index)
86
86.39
Standard Deviation
24.35
24.75
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-11.60
N/A
5 Years
Statistic
AISAX
Category
Alpha (against Standard Index)
-2.46
0.00
Beta (against Standard Index)
1.17
1.17
Mean Annual Return
-2.69
0.16
R-squared (against Standard Index)
83
83.41
Standard Deviation
20.53
20.64
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.87
N/A
10 Years
Statistic
AISAX
Category
Alpha (against Standard Index)
4.99
7.16
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
3.90
0.66
R-squared (against Standard Index)
61
64.42
Standard Deviation
19.89
20.26
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.01
N/A
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