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ING Global Equity Dividend O (IDGEX)
On
Dec 1
:
9.98
0.17
(1.73%)
MORE ON IDGEX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
2.30%
Worst 1 Yr Total Return
(2008)
:
-39.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IDGEX
Category
Alpha (against Standard Index)
-5.20
-0.56
Beta (against Standard Index)
0.85
0.91
Mean Annual Return
-8.87
-0.21
R-squared (against Standard Index)
89
90.41
Standard Deviation
21.53
22.89
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-13.30
N/A
5 Years
Statistic
IDGEX
Category
Alpha (against Standard Index)
-3.46
-1.40
Beta (against Standard Index)
0.84
0.90
Mean Annual Return
1.31
0.44
R-squared (against Standard Index)
89
89.02
Standard Deviation
17.74
19.07
Sharpe Ratio
0.00
N/A
Treynor Ratio
-2.03
N/A
10 Years
Statistic
IDGEX
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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