Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 1, 2009, 3:10PM ET - U.S. Markets close in 50 mins..
Dow
1.33%
Nasdaq
1.55%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
ING Strategic Allocation Cons O (IDSIX)
On
Nov 30
:
8.26
0.02
(0.24%)
MORE ON IDSIX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
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)
:
5.28%
Worst 1 Yr Total Return
(2008)
:
-24.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IDSIX
Category
Alpha (against Standard Index)
-3.41
-0.86
Beta (against Standard Index)
0.88
0.74
Mean Annual Return
-2.61
0.06
R-squared (against Standard Index)
92
86.33
Standard Deviation
12.01
10.51
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-5.73
N/A
5 Years
Statistic
IDSIX
Category
Alpha (against Standard Index)
-3.41
-1.44
Beta (against Standard Index)
0.86
0.71
Mean Annual Return
0.97
0.26
R-squared (against Standard Index)
92
84.96
Standard Deviation
9.62
8.32
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-2.39
N/A
10 Years
Statistic
IDSIX
Category
Alpha (against Standard Index)
-2.32
-1.02
Beta (against Standard Index)
0.77
0.71
Mean Annual Return
2.00
0.29
R-squared (against Standard Index)
85
78.75
Standard Deviation
8.30
8.01
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-1.26
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center