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Sunday, December 27, 2009, 5:35PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
ING Index Plus Small Cap O (IDSOX)On Dec 24: 12.19  Up 0.07 (0.58%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2004):21.54%
Worst 1 Yr Total Return (2008):-33.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticIDSOXCategory
Alpha (against Standard Index)-3.74-0.48
Beta (against Standard Index)1.141.16
Mean Annual Return-10.92-0.45
R-squared (against Standard Index)8686.39
Standard Deviation24.3324.75
Sharpe Ratio-0.44N/A
Treynor Ratio-11.60N/A
5 Years
StatisticIDSOXCategory
Alpha (against Standard Index)-2.450.00
Beta (against Standard Index)1.171.17
Mean Annual Return-2.680.16
R-squared (against Standard Index)8383.41
Standard Deviation20.5220.64
Sharpe Ratio-0.17N/A
Treynor Ratio-4.86N/A
10 Years
StatisticIDSOXCategory
Alpha (against Standard Index)4.987.16
Beta (against Standard Index)0.961.00
Mean Annual Return3.900.66
R-squared (against Standard Index)6164.42
Standard Deviation19.8920.26
Sharpe Ratio0.15N/A
Treynor Ratio1.01N/A

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