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Thursday, January 7, 2010, 10:47PM ET - U.S. Markets Closed.
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ING Emerging Countries W (IECWX)
On
Jan 7
:
28.00
0.29
(1.03%)
MORE ON IECWX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-56.61%
Worst 1 Yr Total Return
(2008)
:
-56.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IECWX
Category
Alpha (against Standard Index)
3.82
12.34
Beta (against Standard Index)
1.17
1.29
Mean Annual Return
-4.46
0.68
R-squared (against Standard Index)
85
87.47
Standard Deviation
30.36
33.01
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-5.73
N/A
5 Years
Statistic
IECWX
Category
Alpha (against Standard Index)
2.32
9.77
Beta (against Standard Index)
1.18
1.29
Mean Annual Return
5.73
1.39
R-squared (against Standard Index)
84
85.58
Standard Deviation
25.36
27.53
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.32
N/A
10 Years
Statistic
IECWX
Category
Alpha (against Standard Index)
3.80
9.46
Beta (against Standard Index)
1.20
1.23
Mean Annual Return
4.41
1.10
R-squared (against Standard Index)
75
77.00
Standard Deviation
24.80
25.24
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.24
N/A
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