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ING Strategic Allocation Mod O (IDSLX)
On
Dec 24
:
8.52
0.03
(0.35%)
MORE ON IDSLX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.97%
Worst 1 Yr Total Return
(2008)
:
-30.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IDSLX
Category
Alpha (against Standard Index)
-5.10
-2.96
Beta (against Standard Index)
1.15
1.07
Mean Annual Return
-4.42
-0.09
R-squared (against Standard Index)
95
93.10
Standard Deviation
15.69
14.78
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-5.80
N/A
5 Years
Statistic
IDSLX
Category
Alpha (against Standard Index)
-4.44
-2.53
Beta (against Standard Index)
1.14
1.06
Mean Annual Return
0.38
0.24
R-squared (against Standard Index)
95
92.17
Standard Deviation
12.63
11.94
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-2.28
N/A
10 Years
Statistic
IDSLX
Category
Alpha (against Standard Index)
-3.78
-2.27
Beta (against Standard Index)
1.09
1.06
Mean Annual Return
1.11
0.27
R-squared (against Standard Index)
88
86.88
Standard Deviation
11.55
11.38
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-1.68
N/A
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