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ING Global Real Estate O (IDGTX)
On
Dec 24
:
15.18
0.11
(0.73%)
MORE ON IDGTX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-6.87%
Worst 1 Yr Total Return
(2008)
:
-41.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IDGTX
Category
Alpha (against Standard Index)
-3.24
-5.16
Beta (against Standard Index)
1.10
1.10
Mean Annual Return
-10.42
-0.70
R-squared (against Standard Index)
78
79.85
Standard Deviation
29.62
29.59
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-11.55
N/A
5 Years
Statistic
IDGTX
Category
Alpha (against Standard Index)
0.59
-1.35
Beta (against Standard Index)
1.08
1.11
Mean Annual Return
3.85
0.42
R-squared (against Standard Index)
75
72.32
Standard Deviation
24.48
25.78
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.80
N/A
10 Years
Statistic
IDGTX
Category
Alpha (against Standard Index)
N/A
9.39
Beta (against Standard Index)
N/A
0.84
Mean Annual Return
N/A
1.07
R-squared (against Standard Index)
N/A
51.12
Standard Deviation
N/A
21.08
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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