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ING Baron Asset Adv (IBAAX)
On
Dec 18
:
9.21
0.06
(0.66%)
MORE ON IBAAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
8.66%
Worst 1 Yr Total Return
(2008)
:
-41.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IBAAX
Category
Alpha (against Standard Index)
-0.04
2.05
Beta (against Standard Index)
1.09
1.08
Mean Annual Return
-6.93
-0.20
R-squared (against Standard Index)
91
84.21
Standard Deviation
22.63
23.41
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.44
N/A
5 Years
Statistic
IBAAX
Category
Alpha (against Standard Index)
N/A
1.56
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.29
R-squared (against Standard Index)
N/A
80.86
Standard Deviation
N/A
19.91
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
IBAAX
Category
Alpha (against Standard Index)
N/A
3.33
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
61.70
Standard Deviation
N/A
23.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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