Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Friday, December 4, 2009, 3:47PM ET - U.S. Markets close in 13 mins..
Dow
0.12%
Nasdaq
0.85%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
ING Global Real Estate C (IGCAX)
On
Dec 3
:
13.37
0.06
(0.45%)
MORE ON IGCAX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
39.34%
Worst 1 Yr Total Return
(2008)
:
-41.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IGCAX
Category
Alpha (against Standard Index)
-3.73
-4.82
Beta (against Standard Index)
1.10
1.11
Mean Annual Return
-10.57
-0.65
R-squared (against Standard Index)
79
79.58
Standard Deviation
29.68
29.81
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-11.81
N/A
5 Years
Statistic
IGCAX
Category
Alpha (against Standard Index)
-0.33
-1.67
Beta (against Standard Index)
1.08
1.11
Mean Annual Return
3.94
0.48
R-squared (against Standard Index)
75
72.47
Standard Deviation
24.62
25.90
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.85
N/A
10 Years
Statistic
IGCAX
Category
Alpha (against Standard Index)
N/A
8.98
Beta (against Standard Index)
N/A
0.83
Mean Annual Return
N/A
1.04
R-squared (against Standard Index)
N/A
50.65
Standard Deviation
N/A
21.10
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center