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Tuesday, January 5, 2010, 10:01PM ET - U.S. Markets Closed.
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ING Real Estate Instl (CRARX)
On
Jan 5
:
11.41
0.01
(0.09%)
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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
(2006)
:
36.34%
Worst 1 Yr Total Return
(2008)
:
-34.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CRARX
Category
Alpha (against Standard Index)
0.99
-1.50
Beta (against Standard Index)
1.60
1.61
Mean Annual Return
-13.46
-0.77
R-squared (against Standard Index)
67
67.75
Standard Deviation
38.79
38.87
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-9.84
N/A
5 Years
Statistic
CRARX
Category
Alpha (against Standard Index)
5.15
2.65
Beta (against Standard Index)
1.59
1.60
Mean Annual Return
1.46
0.34
R-squared (against Standard Index)
65
66.27
Standard Deviation
31.57
31.51
Sharpe Ratio
0.12
N/A
Treynor Ratio
-0.96
N/A
10 Years
Statistic
CRARX
Category
Alpha (against Standard Index)
12.73
11.10
Beta (against Standard Index)
0.89
0.89
Mean Annual Return
11.11
1.01
R-squared (against Standard Index)
35
36.04
Standard Deviation
24.51
24.18
Sharpe Ratio
0.44
N/A
Treynor Ratio
9.16
N/A
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