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ING Global Bond B (IGBBX)
On
Dec 28
:
11.92
0.00
(0.00%)
MORE ON IGBBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
10.60%
Worst 1 Yr Total Return
(2008)
:
10.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IGBBX
Category
Alpha (against Standard Index)
2.68
-1.26
Beta (against Standard Index)
1.49
1.48
Mean Annual Return
11.22
0.58
R-squared (against Standard Index)
65
50.87
Standard Deviation
7.56
8.83
Sharpe Ratio
1.13
N/A
Treynor Ratio
6.01
N/A
5 Years
Statistic
IGBBX
Category
Alpha (against Standard Index)
N/A
-1.05
Beta (against Standard Index)
N/A
1.29
Mean Annual Return
N/A
0.42
R-squared (against Standard Index)
N/A
44.83
Standard Deviation
N/A
7.36
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
IGBBX
Category
Alpha (against Standard Index)
N/A
0.03
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.55
R-squared (against Standard Index)
N/A
39.47
Standard Deviation
N/A
6.68
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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