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ING Foreign B (IAFBX)
On
Dec 30
:
13.11
0.03
(0.23%)
MORE ON IAFBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
28.13%
Worst 1 Yr Total Return
(2008)
:
-44.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IAFBX
Category
Alpha (against Standard Index)
-2.27
0.11
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
-8.01
-0.23
R-squared (against Standard Index)
95
95.97
Standard Deviation
25.09
24.84
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-10.06
N/A
5 Years
Statistic
IAFBX
Category
Alpha (against Standard Index)
-0.88
0.08
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
3.05
0.51
R-squared (against Standard Index)
95
95.66
Standard Deviation
21.27
20.38
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.06
N/A
10 Years
Statistic
IAFBX
Category
Alpha (against Standard Index)
N/A
-0.14
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.28
R-squared (against Standard Index)
N/A
92.61
Standard Deviation
N/A
18.91
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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