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ING Index Plus SmallCap I (AISIX)
On
Dec 18
:
12.00
0.12
(1.01%)
MORE ON AISIX
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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)
:
21.81%
Worst 1 Yr Total Return
(2008)
:
-33.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AISIX
Category
Alpha (against Standard Index)
-3.44
-0.48
Beta (against Standard Index)
1.14
1.16
Mean Annual Return
-10.69
-0.45
R-squared (against Standard Index)
86
86.39
Standard Deviation
24.40
24.75
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-11.36
N/A
5 Years
Statistic
AISIX
Category
Alpha (against Standard Index)
-2.18
0.00
Beta (against Standard Index)
1.17
1.17
Mean Annual Return
-2.43
0.16
R-squared (against Standard Index)
83
83.41
Standard Deviation
20.57
20.64
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.63
N/A
10 Years
Statistic
AISIX
Category
Alpha (against Standard Index)
5.25
7.16
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
4.17
0.66
R-squared (against Standard Index)
61
64.42
Standard Deviation
19.90
20.26
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.29
N/A
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