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Wednesday, December 16, 2009, 9:04PM ET - U.S. Markets Closed.
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ING Global Resources S (IGRSX)
On
Dec 16
:
17.64
0.19
(1.09%)
MORE ON IGRSX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
37.73%
Worst 1 Yr Total Return
(2008)
:
-41.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IGRSX
Category
Alpha (against Standard Index)
10.27
10.94
Beta (against Standard Index)
1.10
1.22
Mean Annual Return
1.31
0.47
R-squared (against Standard Index)
56
56.25
Standard Deviation
29.32
32.35
Sharpe Ratio
0.12
N/A
Treynor Ratio
-0.87
N/A
5 Years
Statistic
IGRSX
Category
Alpha (against Standard Index)
13.08
12.67
Beta (against Standard Index)
1.14
1.23
Mean Annual Return
11.62
1.21
R-squared (against Standard Index)
43
48.54
Standard Deviation
27.93
28.58
Sharpe Ratio
0.43
N/A
Treynor Ratio
7.57
N/A
10 Years
Statistic
IGRSX
Category
Alpha (against Standard Index)
11.22
14.86
Beta (against Standard Index)
0.88
0.97
Mean Annual Return
9.85
1.31
R-squared (against Standard Index)
36
38.96
Standard Deviation
23.55
25.53
Sharpe Ratio
0.40
N/A
Treynor Ratio
7.88
N/A
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