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ING Global Bond C (IGBCX)
On
Dec 2
:
12.28
0.04
(0.32%)
MORE ON IGBCX
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Risk
As of 31-Oct-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
IGBCX
Category
Alpha (against Standard Index)
2.79
-1.14
Beta (against Standard Index)
1.48
1.47
Mean Annual Return
11.16
0.58
R-squared (against Standard Index)
64
50.46
Standard Deviation
7.52
8.81
Sharpe Ratio
1.12
N/A
Treynor Ratio
5.91
N/A
5 Years
Statistic
IGBCX
Category
Alpha (against Standard Index)
N/A
-0.18
Beta (against Standard Index)
N/A
1.21
Mean Annual Return
N/A
0.44
R-squared (against Standard Index)
N/A
39.58
Standard Deviation
N/A
7.42
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
IGBCX
Category
Alpha (against Standard Index)
N/A
-0.04
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
39.24
Standard Deviation
N/A
6.67
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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