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Wednesday, December 9, 2009, 7:11PM ET - U.S. Markets Closed.
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ING Index Plus LargeCap B (ATLBX)
On
Dec 9
:
12.91
0.04
(0.31%)
MORE ON ATLBX
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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
(2006)
:
13.21%
Worst 1 Yr Total Return
(2008)
:
-37.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ATLBX
Category
Alpha (against Standard Index)
-2.22
0.38
Beta (against Standard Index)
1.01
1.00
Mean Annual Return
-9.19
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
19.83
20.09
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-11.52
N/A
5 Years
Statistic
ATLBX
Category
Alpha (against Standard Index)
-1.94
0.26
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
-1.65
0.16
R-squared (against Standard Index)
98
94.84
Standard Deviation
16.17
16.47
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-4.64
N/A
10 Years
Statistic
ATLBX
Category
Alpha (against Standard Index)
-1.92
0.84
Beta (against Standard Index)
0.99
0.97
Mean Annual Return
-2.78
0.11
R-squared (against Standard Index)
98
91.16
Standard Deviation
15.99
16.35
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-5.84
N/A
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