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ING Global Equity Dividend C (ICGEX)
On
Dec 4
:
9.91
0.00
(0.00%)
MORE ON ICGEX
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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)
:
25.06%
Worst 1 Yr Total Return
(2008)
:
-39.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ICGEX
Category
Alpha (against Standard Index)
-5.96
-0.56
Beta (against Standard Index)
0.85
0.91
Mean Annual Return
-9.56
-0.21
R-squared (against Standard Index)
89
90.41
Standard Deviation
21.51
22.89
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-14.11
N/A
5 Years
Statistic
ICGEX
Category
Alpha (against Standard Index)
-4.23
-1.40
Beta (against Standard Index)
0.84
0.90
Mean Annual Return
0.53
0.44
R-squared (against Standard Index)
89
89.02
Standard Deviation
17.71
19.07
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.96
N/A
10 Years
Statistic
ICGEX
Category
Alpha (against Standard Index)
N/A
0.66
Beta (against Standard Index)
N/A
0.93
Mean Annual Return
N/A
0.36
R-squared (against Standard Index)
N/A
79.68
Standard Deviation
N/A
19.07
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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