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ING American Funds Growth-Income (IAFGX)
On
Dec 9
:
29.98
0.08
(0.27%)
MORE ON IAFGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.61%
Worst 1 Yr Total Return
(2008)
:
-38.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IAFGX
Category
Alpha (against Standard Index)
-0.59
0.38
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-7.21
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
19.03
20.09
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-9.99
N/A
5 Years
Statistic
IAFGX
Category
Alpha (against Standard Index)
-0.33
0.26
Beta (against Standard Index)
0.96
1.01
Mean Annual Return
0.13
0.16
R-squared (against Standard Index)
97
94.84
Standard Deviation
15.51
16.47
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.02
N/A
10 Years
Statistic
IAFGX
Category
Alpha (against Standard Index)
2.97
0.84
Beta (against Standard Index)
0.90
0.97
Mean Annual Return
2.42
0.11
R-squared (against Standard Index)
91
91.16
Standard Deviation
15.29
16.35
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.61
N/A
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