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ING Foreign W (IFFWX)
On
Jan 5
:
15.29
0.06
(0.39%)
MORE ON IFFWX
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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)
:
-44.00%
Worst 1 Yr Total Return
(2008)
:
-44.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IFFWX
Category
Alpha (against Standard Index)
-1.26
0.11
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
-7.07
-0.23
R-squared (against Standard Index)
95
95.97
Standard Deviation
25.08
24.84
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-9.14
N/A
5 Years
Statistic
IFFWX
Category
Alpha (against Standard Index)
0.04
0.08
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
4.00
0.51
R-squared (against Standard Index)
95
95.66
Standard Deviation
21.26
20.38
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.97
N/A
10 Years
Statistic
IFFWX
Category
Alpha (against Standard Index)
N/A
-0.14
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.28
R-squared (against Standard Index)
N/A
92.61
Standard Deviation
N/A
18.91
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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