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ING Amer Cent Sm-Md Cap Value Adv (IASAX)
On
Dec 21
:
9.57
0.10
(1.06%)
MORE ON IASAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
21.03%
Worst 1 Yr Total Return
(2008)
:
-26.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IASAX
Category
Alpha (against Standard Index)
3.71
-0.27
Beta (against Standard Index)
1.05
1.17
Mean Annual Return
-2.98
-0.44
R-squared (against Standard Index)
89
84.58
Standard Deviation
22.11
25.23
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.99
N/A
5 Years
Statistic
IASAX
Category
Alpha (against Standard Index)
2.45
0.26
Beta (against Standard Index)
1.07
1.19
Mean Annual Return
2.73
0.18
R-squared (against Standard Index)
87
81.92
Standard Deviation
18.40
21.20
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.24
N/A
10 Years
Statistic
IASAX
Category
Alpha (against Standard Index)
N/A
8.93
Beta (against Standard Index)
N/A
0.95
Mean Annual Return
N/A
0.82
R-squared (against Standard Index)
N/A
64.94
Standard Deviation
N/A
19.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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