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ING FMR Diversified Mid Cap S (IFDSX)
On
Dec 17
:
11.67
0.19
(1.60%)
MORE ON IFDSX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
24.10%
Worst 1 Yr Total Return
(2008)
:
-39.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IFDSX
Category
Alpha (against Standard Index)
4.88
2.05
Beta (against Standard Index)
1.04
1.08
Mean Annual Return
-1.84
-0.20
R-squared (against Standard Index)
88
84.21
Standard Deviation
22.06
23.41
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.93
N/A
5 Years
Statistic
IFDSX
Category
Alpha (against Standard Index)
4.79
1.56
Beta (against Standard Index)
1.06
1.11
Mean Annual Return
5.05
0.29
R-squared (against Standard Index)
82
80.86
Standard Deviation
18.78
19.91
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.94
N/A
10 Years
Statistic
IFDSX
Category
Alpha (against Standard Index)
N/A
3.33
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
61.70
Standard Deviation
N/A
23.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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