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ING Evergreen Omega S (IEOSX)
On
Dec 18
:
11.33
0.09
(0.80%)
MORE ON IEOSX
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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
(2007)
:
11.65%
Worst 1 Yr Total Return
(2008)
:
-27.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IEOSX
Category
Alpha (against Standard Index)
8.83
2.20
Beta (against Standard Index)
0.94
0.99
Mean Annual Return
3.34
-0.14
R-squared (against Standard Index)
87
88.76
Standard Deviation
19.87
21.04
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.14
N/A
5 Years
Statistic
IEOSX
Category
Alpha (against Standard Index)
3.84
0.80
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
4.51
0.24
R-squared (against Standard Index)
83
86.59
Standard Deviation
17.11
17.50
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.56
N/A
10 Years
Statistic
IEOSX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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