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Monday, December 21, 2009, 11:27PM ET - U.S. Markets Closed.
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ING Evergreen Health Sciences S (IEHSX)
On
Dec 21
:
10.27
0.14
(1.38%)
MORE ON IEHSX
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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:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.89%
Worst 1 Yr Total Return
(2008)
:
-28.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IEHSX
Category
Alpha (against Standard Index)
1.36
3.83
Beta (against Standard Index)
0.80
0.74
Mean Annual Return
-3.13
0.12
R-squared (against Standard Index)
73
63.76
Standard Deviation
18.72
18.76
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.72
N/A
5 Years
Statistic
IEHSX
Category
Alpha (against Standard Index)
2.50
2.90
Beta (against Standard Index)
0.80
0.74
Mean Annual Return
3.54
0.43
R-squared (against Standard Index)
70
58.47
Standard Deviation
15.40
15.92
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.69
N/A
10 Years
Statistic
IEHSX
Category
Alpha (against Standard Index)
N/A
6.40
Beta (against Standard Index)
N/A
0.62
Mean Annual Return
N/A
0.66
R-squared (against Standard Index)
N/A
29.57
Standard Deviation
N/A
20.00
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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