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ING Index Plus Mid Cap O (IDMOX)
On
Dec 30
:
11.91
0.02
(0.17%)
MORE ON IDMOX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
16.05%
Worst 1 Yr Total Return
(2008)
:
-37.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IDMOX
Category
Alpha (against Standard Index)
0.23
1.45
Beta (against Standard Index)
1.12
1.13
Mean Annual Return
-6.98
-0.27
R-squared (against Standard Index)
91
88.11
Standard Deviation
23.23
23.88
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.27
N/A
5 Years
Statistic
IDMOX
Category
Alpha (against Standard Index)
0.20
1.17
Beta (against Standard Index)
1.13
1.15
Mean Annual Return
0.21
0.26
R-squared (against Standard Index)
90
86.34
Standard Deviation
19.18
19.90
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.45
N/A
10 Years
Statistic
IDMOX
Category
Alpha (against Standard Index)
5.76
5.72
Beta (against Standard Index)
0.99
1.04
Mean Annual Return
5.01
0.53
R-squared (against Standard Index)
79
73.17
Standard Deviation
18.03
19.87
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.12
N/A
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