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ING Foreign I (IAFIX)
On
Dec 4
:
14.10
0.00
(0.00%)
MORE ON IAFIX
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Research Reports
Risk
As of 31-Oct-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)
:
29.38%
Worst 1 Yr Total Return
(2008)
:
-43.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IAFIX
Category
Alpha (against Standard Index)
-1.51
-0.52
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
-6.99
-0.25
R-squared (against Standard Index)
95
96.20
Standard Deviation
25.07
24.79
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-9.21
N/A
5 Years
Statistic
IAFIX
Category
Alpha (against Standard Index)
-0.54
-0.43
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
4.42
0.55
R-squared (against Standard Index)
95
95.85
Standard Deviation
21.32
20.52
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.34
N/A
10 Years
Statistic
IAFIX
Category
Alpha (against Standard Index)
N/A
-0.03
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
92.22
Standard Deviation
N/A
19.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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